+136.4%
BAC vs AUR
+86.2%
+50.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.6% | +11.1% | -10.5% | -0.3% |
| 30D | -1.4% | -6.9% | +5.5% | -0.9% |
| 3M | +15.7% | +5.5% | +10.2% | +14.7% |
| 6M | +32.2% | +41.0% | -8.8% | +26.4% |
| YTD | +15.8% | +69.3% | -53.5% | +8.4% |
| 1Y | +27.3% | +14.0% | +13.2% | +23.2% |
| All | +136.4% | +86.2% | +50.2% | +88.6% |
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