+70.1%
BAC vs AUR
-35.7%
+105.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -2.8% | -6.4% | +3.6% | -2.4% |
| 3M | +14.2% | +7.7% | +6.5% | +13.1% |
| 6M | +30.5% | +44.5% | -14.0% | +25.3% |
| YTD | +15.8% | +67.4% | -51.6% | +9.5% |
| 1Y | +26.2% | +15.4% | +10.7% | +22.6% |
| 3Y | +136.5% | +94.8% | +41.7% | +108.8% |
| 5Y | +75.9% | -35.1% | +111.1% | +48.0% |
| All | +70.1% | -35.7% | +105.8% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling