-36.7%
AUR vs TRMB
-27.9%
-8.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -1.6% |
| 7D | +0.2% | -5.4% | +5.6% | +5.8% |
| 30D | -8.9% | -2.0% | -7.0% | -8.0% |
| 3M | +4.6% | +12.3% | -7.7% | -9.5% |
| 6M | +44.9% | -17.6% | +62.5% | +71.1% |
| YTD | +64.8% | -27.5% | +92.3% | +121.5% |
| 1Y | +16.4% | -29.1% | +45.5% | +59.6% |
| 3Y | +85.1% | +11.5% | +73.6% | +57.3% |
| 5Y | -36.1% | -39.5% | +3.3% | +1.1% |
| All | -36.7% | -27.9% | -8.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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