+41.0%
AUR vs VMC
-7.7%
+48.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.1% |
| 7D | +11.1% | -5.3% | +16.4% | +13.3% |
| 30D | -6.9% | -12.3% | +5.4% | -2.4% |
| 3M | +5.5% | -10.3% | +15.8% | +8.6% |
| 6M | +41.0% | -8.6% | +49.6% | +39.4% |
| All | +41.0% | -7.7% | +48.7% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling