-8.9%
BA vs AUR
-36.6%
+27.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.2% | +8.7% | -7.6% | +0.2% |
| 30D | -11.6% | -5.2% | -6.4% | -11.3% |
| 3M | -2.4% | -7.3% | +4.9% | -2.1% |
| 6M | -6.6% | +41.2% | -47.8% | -11.0% |
| YTD | -2.2% | +65.1% | -67.3% | -8.6% |
| 1Y | -8.0% | +13.4% | -21.4% | -10.9% |
| 3Y | -5.0% | +98.1% | -103.1% | -19.9% |
| 5Y | -2.7% | -36.0% | +33.3% | -22.3% |
| All | -8.9% | -36.6% | +27.7% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling