+1.2%
AUR vs FIVE
+62.4%
-61.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -4.5% | +2.7% | -7.2% | -5.1% |
| 30D | -16.6% | +12.7% | -29.3% | -19.7% |
| 3M | -38.5% | +2.1% | -40.5% | -39.3% |
| 6M | -49.9% | +17.5% | -67.4% | -54.0% |
| YTD | +9.6% | +31.0% | -21.3% | -9.1% |
| 1Y | +1.2% | +67.7% | -66.5% | -30.6% |
| All | +1.2% | +62.4% | -61.2% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling