-9.0%
AUR vs TRU
+2.1%
-11.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -5.6% |
| 7D | -19.8% | +10.5% | -30.4% | -22.0% |
| 30D | -29.0% | +28.7% | -57.7% | -34.6% |
| 3M | -43.6% | +0.7% | -44.2% | -44.1% |
| 6M | -36.6% | +19.3% | -56.0% | -41.2% |
| YTD | +6.3% | -3.7% | +10.0% | +3.5% |
| 1Y | -9.0% | +3.4% | -12.4% | -14.7% |
| All | -9.0% | +2.1% | -11.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling