-34.9%
AUR vs VMC
+39.7%
-74.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +4.3% |
| 7D | +19.2% | -0.5% | +19.8% | +19.7% |
| 30D | -7.8% | -9.1% | +1.3% | +1.2% |
| 3M | +4.0% | -4.1% | +8.1% | +6.2% |
| 6M | +45.0% | -5.5% | +50.5% | +48.5% |
| YTD | +69.5% | -8.9% | +78.4% | +77.2% |
| 1Y | +13.0% | -12.9% | +26.0% | +23.3% |
| 3Y | +90.4% | +22.1% | +68.2% | +48.2% |
| 5Y | -34.2% | +52.7% | -86.9% | -56.7% |
| All | -34.9% | +39.7% | -74.6% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling