-54.5%
AUR vs FN
+310.9%
-365.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -0.2% |
| 7D | +6.6% | -4.1% | +10.6% | +7.6% |
| 30D | -22.0% | -28.3% | +6.4% | -11.8% |
| 3M | -34.8% | -33.9% | -0.9% | -24.8% |
| 6M | -35.7% | -43.9% | +8.2% | -22.4% |
| YTD | +18.5% | -23.4% | +41.9% | +20.8% |
| 1Y | +4.4% | -25.4% | +29.8% | +6.6% |
| 3Y | +150.7% | +107.9% | +42.8% | +48.9% |
| 5Y | -53.6% | +195.1% | -248.7% | -79.5% |
| All | -54.5% | +310.9% | -365.4% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling