-35.7%
AUR vs TRU
-24.6%
-11.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.8% |
| 7D | +1.4% | -2.7% | +4.1% | +3.5% |
| 30D | -6.4% | -2.0% | -4.4% | -5.6% |
| 3M | +7.7% | +18.4% | -10.7% | -8.6% |
| 6M | +44.5% | +8.9% | +35.6% | +29.9% |
| YTD | +67.4% | -8.9% | +76.4% | +70.2% |
| 1Y | +15.4% | -15.9% | +31.3% | +23.7% |
| 3Y | +94.8% | -1.1% | +95.9% | +81.6% |
| 5Y | -35.1% | -35.2% | +0.1% | -17.7% |
| All | -35.7% | -24.6% | -11.1% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling