-0.3%
BA vs AUR
+90.4%
-90.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | +2.5% | +19.2% | -16.8% | +0.6% |
| 30D | -10.1% | -7.8% | -2.3% | -9.5% |
| 3M | -2.4% | +4.0% | -6.4% | -3.2% |
| 6M | -8.8% | +45.0% | -53.8% | -12.8% |
| YTD | -2.9% | +69.5% | -72.5% | -8.8% |
| 1Y | -8.8% | +13.0% | -21.8% | -11.3% |
| 3Y | -0.3% | +90.4% | -90.6% | -16.0% |
| All | -0.3% | +90.4% | -90.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling