+7.0%
WMT vs AUR
+11.8%
-4.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | +8.7% | -4.8% | +4.2% |
| 30D | -4.4% | -5.2% | +0.8% | -4.5% |
| 3M | -8.8% | -7.3% | -1.5% | -8.8% |
| 6M | -15.6% | +41.2% | -56.8% | -16.6% |
| YTD | -3.2% | +65.1% | -68.3% | -5.3% |
| 1Y | +7.0% | +13.4% | -6.4% | +6.0% |
| All | +7.0% | +11.8% | -4.8% | +6.0% |
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 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