+13.4%
AUR vs FDS
-17.4%
+30.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.3% |
| 7D | +8.7% | -1.9% | +10.7% | +8.8% |
| 30D | -5.2% | +9.0% | -14.2% | -5.2% |
| 3M | -7.3% | +18.9% | -26.2% | -7.7% |
| 6M | +41.2% | +35.1% | +6.1% | +40.5% |
| YTD | +65.1% | +5.5% | +59.6% | +67.0% |
| 1Y | +13.4% | -16.8% | +30.2% | +10.5% |
| All | +13.4% | -17.4% | +30.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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