-36.6%
AUR vs FN
+380.4%
-417.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.0% |
| 7D | +8.7% | -1.7% | +10.4% | +9.4% |
| 30D | -5.2% | -22.0% | +16.8% | +4.1% |
| 3M | -7.3% | -43.0% | +35.7% | +14.2% |
| 6M | +41.2% | -27.7% | +69.0% | +54.0% |
| YTD | +65.1% | -10.5% | +75.6% | +61.1% |
| 1Y | +13.4% | +12.5% | +0.9% | -1.7% |
| 3Y | +98.1% | +153.8% | -55.7% | +10.1% |
| 5Y | -36.0% | +288.0% | -324.0% | -73.0% |
| All | -36.6% | +380.4% | -417.0% | -73.3% |
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