-34.2%
AUR vs FN
+299.7%
-333.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.8% |
| 7D | +19.2% | +3.5% | +15.7% | +17.4% |
| 30D | -7.8% | -26.0% | +18.2% | +3.7% |
| 3M | +4.0% | -33.3% | +37.2% | +20.5% |
| 6M | +45.0% | -14.9% | +59.9% | +48.3% |
| YTD | +69.5% | -8.6% | +78.1% | +63.6% |
| 1Y | +13.0% | +12.3% | +0.7% | -2.4% |
| 3Y | +90.4% | +174.4% | -84.0% | -0.3% |
| 5Y | -34.2% | +296.4% | -330.6% | -73.4% |
| All | -34.2% | +299.7% | -333.9% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling