-56.5%
AUR vs FIVE
+26.4%
-82.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.7% |
| 7D | +7.9% | +2.4% | +5.5% | +6.6% |
| 30D | -18.5% | +15.8% | -34.4% | -25.3% |
| 3M | -36.7% | +3.8% | -40.5% | -39.3% |
| 6M | -39.8% | +18.5% | -58.3% | -47.1% |
| YTD | +13.3% | +31.2% | -17.9% | -6.7% |
| 1Y | +2.8% | +61.8% | -59.0% | -24.8% |
| 3Y | +139.7% | +39.9% | +99.8% | +73.4% |
| 5Y | -56.5% | +18.3% | -74.8% | -69.0% |
| All | -56.5% | +26.4% | -82.9% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling