+97.9%
BAC vs AUR
+130.1%
-32.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.3% |
| 7D | +3.2% | -4.5% | +7.8% | +3.6% |
| 30D | -0.7% | -16.6% | +15.9% | +0.6% |
| 3M | -20.0% | -38.5% | +18.5% | -17.0% |
| 6M | +3.4% | -49.9% | +53.3% | +8.8% |
| YTD | -5.7% | +9.6% | -15.4% | -8.5% |
| 1Y | -1.4% | +1.2% | -2.6% | -3.7% |
| 3Y | +97.9% | +128.8% | -30.9% | +56.5% |
| All | +97.9% | +130.1% | -32.1% | +56.5% |
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