-35.7%
AUR vs FDS
-18.6%
-17.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +1.4% | -14.0% | +15.4% | +8.8% |
| 30D | -6.4% | -6.2% | -0.2% | -4.3% |
| 3M | +7.7% | +10.2% | -2.5% | -1.0% |
| 6M | +44.5% | +27.4% | +17.0% | +16.7% |
| YTD | +67.4% | -9.3% | +76.7% | +72.0% |
| 1Y | +15.4% | -28.6% | +44.1% | +42.4% |
| 3Y | +94.8% | -36.8% | +131.7% | +168.7% |
| 5Y | -35.1% | -28.6% | -6.5% | -8.8% |
| All | -35.7% | -18.6% | -17.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling