-35.7%
AUR vs URA
+133.2%
-168.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.8% | +3.7% |
| 7D | +1.4% | -5.5% | +6.9% | +5.1% |
| 30D | -6.4% | -3.7% | -2.7% | -4.3% |
| 3M | +7.7% | -2.9% | +10.6% | +9.4% |
| 6M | +44.5% | -15.2% | +59.7% | +60.1% |
| YTD | +67.4% | +1.9% | +65.6% | +63.2% |
| 1Y | +15.4% | +6.9% | +8.5% | +7.4% |
| 3Y | +94.8% | +99.6% | -4.8% | +18.6% |
| 5Y | -35.1% | +101.2% | -136.3% | -63.7% |
| All | -35.7% | +133.2% | -168.9% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling