+97.0%
AUR vs URA
+116.4%
-19.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.7% |
| 7D | +11.1% | +5.7% | +5.4% | +7.1% |
| 30D | -6.9% | +5.6% | -12.5% | -10.4% |
| 3M | +5.5% | +6.2% | -0.7% | +0.8% |
| 6M | +41.0% | -8.2% | +49.2% | +48.5% |
| YTD | +69.3% | +9.7% | +59.6% | +56.9% |
| 1Y | +14.0% | +17.0% | -2.9% | -0.7% |
| All | +97.0% | +116.4% | -19.5% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling