-9.0%
AUR vs FFIV
+33.5%
-42.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -19.8% | -9.8% | -10.0% | -16.1% |
| 30D | -29.0% | -28.1% | -1.0% | -18.8% |
| 3M | -43.6% | -20.0% | -23.5% | -39.4% |
| 6M | -36.6% | -0.1% | -36.6% | -39.3% |
| YTD | +6.3% | +29.2% | -22.9% | -13.2% |
| 1Y | -9.0% | +36.6% | -45.6% | -27.2% |
| All | -9.0% | +33.5% | -42.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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