-57.9%
AUR vs URA
+70.6%
-128.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.2% |
| 7D | -4.5% | -1.5% | -3.0% | -3.5% |
| 30D | -16.6% | -10.4% | -6.2% | -10.1% |
| 3M | -38.5% | -29.6% | -8.8% | -22.7% |
| 6M | -49.9% | -40.3% | -9.6% | -30.2% |
| YTD | +9.6% | -25.5% | +35.1% | +31.1% |
| 1Y | +1.2% | -26.4% | +27.6% | +21.9% |
| 3Y | +128.8% | +31.4% | +97.4% | +83.6% |
| 5Y | -57.9% | +28.6% | -86.5% | -71.1% |
| All | -57.9% | +70.6% | -128.5% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling