-56.5%
AUR vs FN
+170.4%
-226.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.7% | -2.2% | +4.5% |
| 7D | +1.1% | 0.0% | +1.2% | 0.0% |
| 30D | -22.9% | -34.3% | +11.4% | -9.1% |
| 3M | -35.0% | -39.9% | +4.9% | -21.5% |
| 6M | -39.3% | -51.8% | +12.5% | -21.4% |
| YTD | +14.8% | -28.1% | +43.0% | +20.0% |
| 1Y | +4.3% | -29.1% | +33.3% | +8.4% |
| 3Y | +125.0% | +102.4% | +22.6% | +28.1% |
| All | -56.5% | +170.4% | -226.8% | -80.9% |
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 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