-35.7%
AUR vs FIVE
+25.1%
-60.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.8% |
| 7D | +1.4% | -3.0% | +4.4% | +3.1% |
| 30D | -6.4% | +2.7% | -9.1% | -8.5% |
| 3M | +7.7% | +21.1% | -13.4% | -4.3% |
| 6M | +44.5% | +11.9% | +32.6% | +32.0% |
| YTD | +67.4% | +29.9% | +37.6% | +40.5% |
| 1Y | +15.4% | +67.8% | -52.4% | -16.5% |
| 3Y | +94.8% | +52.8% | +42.1% | +34.0% |
| 5Y | -35.1% | +31.3% | -66.4% | -52.9% |
| All | -35.7% | +25.1% | -60.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling