-36.1%
AUR vs URA
+121.8%
-158.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | +0.1% |
| 7D | +0.2% | -1.5% | +1.7% | +1.2% |
| 30D | -8.9% | -0.4% | -8.5% | -8.8% |
| 3M | +4.6% | +6.3% | -1.6% | -0.1% |
| 6M | +44.9% | -14.0% | +58.8% | +59.6% |
| YTD | +64.8% | +5.3% | +59.5% | +56.4% |
| 1Y | +16.4% | +11.7% | +4.7% | +4.1% |
| 3Y | +85.1% | +109.8% | -24.7% | +2.8% |
| 5Y | -36.1% | +108.0% | -144.1% | -67.9% |
| All | -36.1% | +121.8% | -158.0% | -67.9% |
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