+90.4%
AUR vs FGI
-6.2%
+96.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | +19.2% | +5.2% | +14.1% | +19.1% |
| 30D | -7.8% | +65.2% | -73.0% | -10.3% |
| 3M | +4.0% | +30.2% | -26.2% | +1.6% |
| 6M | +45.0% | +87.8% | -42.8% | +37.7% |
| YTD | +69.5% | +32.5% | +37.1% | +62.7% |
| 1Y | +13.0% | +93.6% | -80.6% | +5.7% |
| 3Y | +90.4% | -2.6% | +92.9% | +92.5% |
| All | +90.4% | -6.2% | +96.6% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling