-34.9%
AUR vs FHN
+53.2%
-88.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.2% |
| 7D | +19.2% | +2.7% | +16.6% | +17.8% |
| 30D | -7.8% | -3.1% | -4.7% | -6.2% |
| 3M | +4.0% | +2.3% | +1.6% | +2.9% |
| 6M | +45.0% | +9.7% | +35.3% | +38.4% |
| YTD | +69.5% | +4.7% | +64.8% | +65.3% |
| 1Y | +13.0% | +13.8% | -0.7% | +5.4% |
| 3Y | +90.4% | +131.6% | -41.2% | +40.6% |
| 5Y | -34.2% | +91.1% | -125.3% | -47.2% |
| All | -34.9% | +53.2% | -88.1% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling