-35.0%
AUR vs TECH
-29.7%
-5.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +11.1% | -0.1% | +11.2% | +11.2% |
| 30D | -6.9% | +0.3% | -7.2% | -7.0% |
| 3M | +5.5% | +32.9% | -27.4% | -14.4% |
| 6M | +41.0% | +32.1% | +8.9% | +9.3% |
| YTD | +69.3% | +23.4% | +45.9% | +36.7% |
| 1Y | +14.0% | +34.1% | -20.0% | -16.0% |
| 3Y | +90.1% | +2.2% | +87.9% | +67.5% |
| 5Y | -34.4% | -41.8% | +7.4% | -9.7% |
| All | -35.0% | -29.7% | -5.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling