+128.8%
AUR vs FFIV
+95.4%
+33.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.4% |
| 7D | -4.5% | -0.5% | -4.0% | -4.1% |
| 30D | -16.6% | -32.4% | +15.8% | +6.4% |
| 3M | -38.5% | -25.7% | -12.8% | -27.5% |
| 6M | -49.9% | -13.5% | -36.4% | -47.9% |
| YTD | +9.6% | +21.1% | -11.5% | -15.8% |
| 1Y | +1.2% | +29.4% | -28.2% | -26.8% |
| 3Y | +128.8% | +94.9% | +33.9% | -6.8% |
| All | +128.8% | +95.4% | +33.4% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling