+69.3%
BAC vs AUR
-34.9%
+104.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -0.7% |
| 7D | +1.2% | +19.2% | -18.1% | -0.3% |
| 30D | -0.7% | -7.8% | +7.1% | -0.2% |
| 3M | +16.9% | +4.0% | +12.9% | +16.1% |
| 6M | +29.6% | +45.0% | -15.4% | +24.3% |
| YTD | +15.3% | +69.5% | -54.3% | +8.9% |
| 1Y | +28.8% | +13.0% | +15.8% | +25.4% |
| 3Y | +136.4% | +90.4% | +46.0% | +109.0% |
| 5Y | +72.9% | -34.2% | +107.1% | +45.4% |
| All | +69.3% | -34.9% | +104.2% | +41.9% |
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