-57.0%
AUR vs URA
+25.6%
-82.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.0% |
| 7D | -4.5% | -1.5% | -3.0% | -3.4% |
| 30D | -16.6% | -10.4% | -6.2% | -9.3% |
| 3M | -38.5% | -29.6% | -8.8% | -20.5% |
| 6M | -49.9% | -40.3% | -9.6% | -27.2% |
| YTD | +9.6% | -25.5% | +35.1% | +32.7% |
| 1Y | +1.2% | -26.4% | +27.6% | +23.3% |
| 3Y | +128.8% | +31.4% | +97.4% | +66.3% |
| All | -57.0% | +25.6% | -82.6% | -76.4% |
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