-36.7%
AUR vs WY
-31.7%
-5.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | 0.0% | -0.3% |
| 7D | +0.2% | -3.7% | +3.8% | +3.4% |
| 30D | -8.9% | -11.3% | +2.4% | +1.0% |
| 3M | +4.6% | -8.1% | +12.8% | +10.9% |
| 6M | +44.9% | -7.4% | +52.3% | +49.7% |
| YTD | +64.8% | -4.7% | +69.5% | +62.8% |
| 1Y | +16.4% | -9.2% | +25.6% | +19.7% |
| 3Y | +85.1% | -24.7% | +109.8% | +132.6% |
| 5Y | -36.1% | -21.6% | -14.6% | -9.4% |
| All | -36.7% | -31.7% | -5.0% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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