+140.7%
WMT vs AUR
-36.7%
+177.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | -6.4% | -8.9% | +2.5% | -6.3% |
| 3M | -12.1% | +4.6% | -16.7% | -12.4% |
| 6M | -15.0% | +44.9% | -59.8% | -16.3% |
| YTD | -4.5% | +64.8% | -69.3% | -6.5% |
| 1Y | +6.2% | +16.4% | -10.2% | +4.9% |
| 3Y | +99.9% | +85.1% | +14.8% | +92.5% |
| 5Y | +131.4% | -36.1% | +167.6% | +116.5% |
| All | +140.7% | -36.7% | +177.4% | +124.3% |
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