-35.0%
AUR vs FN
+393.2%
-428.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +11.1% | +5.8% | +5.3% | +8.6% |
| 30D | -6.9% | -20.6% | +13.8% | +1.7% |
| 3M | +5.5% | -28.6% | +34.1% | +18.8% |
| 6M | +41.0% | -20.7% | +61.7% | +48.7% |
| YTD | +69.3% | -8.1% | +77.4% | +63.4% |
| 1Y | +14.0% | +13.3% | +0.7% | -1.4% |
| 3Y | +90.1% | +175.7% | -85.6% | +2.2% |
| 5Y | -34.4% | +297.4% | -331.8% | -72.6% |
| All | -35.0% | +393.2% | -428.2% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling