+136.0%
GOOG vs AUR
-35.1%
+171.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -2.0% | -6.4% | +4.4% | -1.5% |
| 3M | -5.9% | +7.7% | -13.6% | -7.0% |
| 6M | +8.9% | +44.5% | -35.6% | +3.8% |
| YTD | +7.1% | +67.4% | -60.3% | +0.2% |
| 1Y | +39.7% | +15.4% | +24.2% | +35.2% |
| 3Y | +145.8% | +94.8% | +51.0% | +107.4% |
| All | +136.0% | -35.1% | +171.1% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling