-35.1%
AUR vs VMC
+47.0%
-82.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.7% |
| 7D | +1.4% | -3.8% | +5.2% | +5.2% |
| 30D | -6.4% | -9.7% | +3.3% | +3.8% |
| 3M | +7.7% | -9.6% | +17.3% | +17.2% |
| 6M | +44.5% | -4.8% | +49.3% | +46.4% |
| YTD | +67.4% | -10.9% | +78.3% | +78.6% |
| 1Y | +15.4% | -15.6% | +31.0% | +30.3% |
| 3Y | +94.8% | +19.3% | +75.5% | +50.8% |
| All | -35.1% | +47.0% | -82.1% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling