-35.1%
AUR vs URA
+91.2%
-126.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.8% | +3.8% |
| 7D | +1.4% | -5.5% | +6.9% | +5.3% |
| 30D | -6.4% | -3.7% | -2.7% | -4.2% |
| 3M | +7.7% | -2.9% | +10.6% | +9.5% |
| 6M | +44.5% | -15.2% | +59.7% | +60.8% |
| YTD | +67.4% | +1.9% | +65.6% | +62.3% |
| 1Y | +15.4% | +6.9% | +8.5% | +6.2% |
| 3Y | +94.8% | +99.6% | -4.8% | +11.8% |
| All | -35.1% | +91.2% | -126.3% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling