+27.4%
WMT vs AUR
-17.4%
+44.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.4% | +7.9% | +3.2% |
| 7D | +8.8% | -19.8% | +28.6% | +7.8% |
| 30D | +22.9% | -29.0% | +52.0% | +21.5% |
| 3M | +16.1% | -43.6% | +59.6% | +14.0% |
| 6M | -0.5% | -36.6% | +36.2% | -2.2% |
| YTD | +16.7% | +6.3% | +10.4% | +12.1% |
| 1Y | +27.4% | -9.0% | +36.4% | +23.1% |
| All | +27.4% | -17.4% | +44.8% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling