-1.5%
BAC vs AUR
-17.4%
+15.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.4% | +8.4% | +4.3% |
| 7D | +1.5% | -19.8% | +21.4% | +3.1% |
| 30D | -4.4% | -29.0% | +24.7% | -2.1% |
| 3M | -17.5% | -43.6% | +26.1% | -14.4% |
| 6M | -0.1% | -36.6% | +36.6% | +1.9% |
| YTD | -4.6% | +6.3% | -10.9% | -9.4% |
| 1Y | -1.5% | -9.0% | +7.5% | -5.1% |
| All | -1.5% | -17.4% | +15.9% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling