+415.9%
GE vs AUR
-34.9%
+450.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -0.9% |
| 7D | +1.2% | +19.2% | -18.1% | -0.5% |
| 30D | -9.5% | -7.8% | -1.7% | -9.0% |
| 3M | +4.1% | +4.0% | +0.1% | +3.3% |
| 6M | +3.9% | +45.0% | -41.1% | -0.6% |
| YTD | +9.0% | +69.5% | -60.5% | +2.5% |
| 1Y | +21.9% | +13.0% | +8.9% | +18.5% |
| 3Y | +281.8% | +90.4% | +191.4% | +232.3% |
| 5Y | +436.7% | -34.2% | +470.9% | +349.2% |
| All | +415.9% | -34.9% | +450.8% | +330.8% |
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