-34.9%
AUR vs FDS
-9.4%
-25.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +7.0% | +4.7% |
| 7D | +19.2% | -5.4% | +24.6% | +22.3% |
| 30D | -7.8% | +1.6% | -9.4% | -9.2% |
| 3M | +4.0% | +17.7% | -13.7% | -7.1% |
| 6M | +45.0% | +29.1% | +15.9% | +19.0% |
| YTD | +69.5% | +1.0% | +68.6% | +65.6% |
| 1Y | +13.0% | -21.6% | +34.6% | +34.3% |
| 3Y | +90.4% | -30.1% | +120.5% | +151.2% |
| 5Y | -34.2% | -20.7% | -13.4% | -12.0% |
| All | -34.9% | -9.4% | -25.5% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling