+178.1%
AUR vs VLTO
+27.2%
+150.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.3% |
| 7D | +8.7% | -2.3% | +11.0% | +10.4% |
| 30D | -5.2% | -0.9% | -4.4% | -4.7% |
| 3M | -7.3% | +13.8% | -21.1% | -16.2% |
| 6M | +41.2% | +2.0% | +39.2% | +38.5% |
| YTD | +65.1% | -3.2% | +68.3% | +67.8% |
| 1Y | +13.4% | -9.2% | +22.6% | +21.2% |
| All | +178.1% | +27.2% | +150.9% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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