-35.1%
AUR vs FHN
+87.1%
-122.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +1.4% | -1.9% | +3.3% | +2.4% |
| 30D | -6.4% | -5.4% | -1.0% | -3.6% |
| 3M | +7.7% | -1.4% | +9.1% | +8.6% |
| 6M | +44.5% | +9.9% | +34.6% | +37.6% |
| YTD | +67.4% | +3.9% | +63.6% | +63.7% |
| 1Y | +15.4% | +10.6% | +4.8% | +8.8% |
| 3Y | +94.8% | +130.7% | -35.8% | +41.6% |
| All | -35.1% | +87.1% | -122.2% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · 6 months rolling