+4.4%
AUR vs FGI
+45.2%
-40.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +6.6% | -4.1% | +10.7% | +6.6% |
| 30D | -22.0% | -3.4% | -18.6% | -21.9% |
| 3M | -34.8% | +61.8% | -96.6% | -36.1% |
| 6M | -35.7% | +17.0% | -52.8% | -36.7% |
| YTD | +18.5% | +31.4% | -12.9% | +15.0% |
| 1Y | +4.4% | +42.7% | -38.3% | +2.1% |
| All | +4.4% | +45.2% | -40.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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