-35.7%
AUR vs VRSK
+2.4%
-38.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.4% | -5.2% | +6.6% | +3.3% |
| 30D | -6.4% | -2.3% | -4.1% | -6.2% |
| 3M | +7.7% | -2.9% | +10.6% | +6.4% |
| 6M | +44.5% | -12.8% | +57.3% | +49.6% |
| YTD | +67.4% | -20.8% | +88.3% | +82.6% |
| 1Y | +15.4% | -33.2% | +48.7% | +40.1% |
| 3Y | +94.8% | -26.6% | +121.4% | +104.5% |
| 5Y | -35.1% | -11.3% | -23.8% | -37.3% |
| All | -35.7% | +2.4% | -38.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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