+25.8%
SPGI vs AUR
-36.6%
+62.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | +8.7% | -8.6% | -0.5% |
| 30D | +8.4% | -5.2% | +13.6% | +8.6% |
| 3M | +11.8% | -7.3% | +19.1% | +12.0% |
| 6M | +5.7% | +41.2% | -35.5% | +1.9% |
| YTD | -9.7% | +65.1% | -74.8% | -14.1% |
| 1Y | -12.5% | +13.4% | -25.9% | -14.7% |
| 3Y | +21.8% | +98.1% | -76.3% | +6.3% |
| 5Y | +8.2% | -36.0% | +44.2% | -4.8% |
| All | +25.8% | -36.6% | +62.4% | +11.3% |
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