-9.0%
AUR vs FN
-25.7%
+16.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.5% | -2.4% |
| 7D | -19.8% | -7.0% | -12.9% | -17.9% |
| 30D | -29.0% | -24.7% | -4.3% | -22.1% |
| 3M | -43.6% | -35.7% | -7.9% | -34.9% |
| 6M | -36.6% | -52.4% | +15.8% | -21.0% |
| YTD | +6.3% | -25.0% | +31.2% | +13.6% |
| 1Y | -9.0% | -25.7% | +16.6% | -3.0% |
| All | -9.0% | -25.7% | +16.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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