-35.7%
AUR vs FFIV
+123.4%
-159.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | -1.3% |
| 7D | +1.4% | +5.4% | -4.0% | -3.2% |
| 30D | -6.4% | -2.7% | -3.7% | -5.0% |
| 3M | +7.7% | +4.5% | +3.2% | +2.8% |
| 6M | +44.5% | +42.2% | +2.3% | +3.9% |
| YTD | +67.4% | +61.3% | +6.2% | +6.3% |
| 1Y | +15.4% | +23.0% | -7.6% | -7.4% |
| 3Y | +94.8% | +156.3% | -61.4% | -21.4% |
| 5Y | -35.1% | +102.9% | -138.0% | -68.0% |
| All | -35.7% | +123.4% | -159.1% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling