-36.6%
AUR vs FIVE
+29.0%
-65.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -2.4% |
| 7D | +8.7% | +4.3% | +4.5% | +6.1% |
| 30D | -5.2% | +12.5% | -17.7% | -12.0% |
| 3M | -7.3% | +31.2% | -38.5% | -21.3% |
| 6M | +41.2% | +14.4% | +26.8% | +27.5% |
| YTD | +65.1% | +33.9% | +31.2% | +36.2% |
| 1Y | +13.4% | +65.1% | -51.6% | -17.3% |
| 3Y | +98.1% | +49.0% | +49.2% | +39.1% |
| 5Y | -36.0% | +30.3% | -66.3% | -54.3% |
| All | -36.6% | +29.0% | -65.6% | -54.8% |
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