+140.1%
GOOGL vs AUR
-35.1%
+175.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -1.4% | -6.4% | +5.0% | -0.9% |
| 3M | -5.3% | +7.7% | -13.0% | -6.4% |
| 6M | +9.8% | +44.5% | -34.7% | +4.7% |
| YTD | +8.4% | +67.4% | -59.1% | +1.4% |
| 1Y | +41.2% | +15.4% | +25.8% | +36.7% |
| 3Y | +149.6% | +94.8% | +54.7% | +110.8% |
| All | +140.1% | -35.1% | +175.1% | +99.0% |
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