+103.3%
MO vs AUR
-36.7%
+140.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +5.8% | -8.9% | +14.7% | +5.7% |
| 3M | -4.5% | +4.6% | -9.2% | -4.4% |
| 6M | +5.7% | +44.9% | -39.1% | +6.2% |
| YTD | +23.1% | +64.8% | -41.7% | +23.7% |
| 1Y | +10.9% | +16.4% | -5.4% | +11.3% |
| 3Y | +96.1% | +85.1% | +11.0% | +96.0% |
| 5Y | +100.1% | -36.1% | +136.2% | +89.7% |
| All | +103.3% | -36.7% | +140.0% | +92.5% |
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 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