-36.1%
AUR vs FDS
-28.1%
-8.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | +0.2% |
| 7D | +0.2% | -16.0% | +16.1% | +8.8% |
| 30D | -8.9% | -6.7% | -2.2% | -6.6% |
| 3M | +4.6% | +6.0% | -1.3% | -1.7% |
| 6M | +44.9% | +25.1% | +19.8% | +18.2% |
| YTD | +64.8% | -8.1% | +73.0% | +68.5% |
| 1Y | +16.4% | -26.0% | +42.4% | +40.4% |
| 3Y | +85.1% | -36.4% | +121.5% | +157.6% |
| 5Y | -36.1% | -27.7% | -8.4% | -5.8% |
| All | -36.1% | -28.1% | -8.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling