-9.0%
AUR vs VMC
+3.7%
-12.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.6% | -9.0% | -5.8% |
| 7D | -19.8% | +12.3% | -32.2% | -23.1% |
| 30D | -29.0% | +21.2% | -50.3% | -34.3% |
| 3M | -43.6% | +4.6% | -48.2% | -44.3% |
| 6M | -36.6% | +3.9% | -40.5% | -37.7% |
| YTD | +6.3% | +5.0% | +1.3% | -0.2% |
| 1Y | -9.0% | +2.6% | -11.6% | -13.0% |
| All | -9.0% | +3.7% | -12.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling