-34.9%
AUR vs URA
+154.4%
-189.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +0.7% |
| 7D | +19.2% | +8.1% | +11.1% | +13.6% |
| 30D | -7.8% | +5.8% | -13.6% | -11.2% |
| 3M | +4.0% | +3.4% | +0.6% | +1.3% |
| 6M | +45.0% | -2.6% | +47.6% | +46.9% |
| YTD | +69.5% | +11.2% | +58.4% | +56.4% |
| 1Y | +13.0% | +19.8% | -6.8% | -2.2% |
| 3Y | +90.4% | +121.5% | -31.1% | +8.5% |
| 5Y | -34.2% | +134.5% | -168.6% | -65.2% |
| All | -34.9% | +154.4% | -189.3% | -65.6% |
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