-55.9%
AUR vs FN
+285.7%
-341.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.7% | -2.2% | +4.7% |
| 7D | +1.1% | 0.0% | +1.2% | +0.1% |
| 30D | -22.9% | -34.3% | +11.4% | -9.6% |
| 3M | -35.0% | -39.9% | +4.9% | -22.0% |
| 6M | -39.3% | -51.8% | +12.5% | -22.0% |
| YTD | +14.8% | -28.1% | +43.0% | +20.3% |
| 1Y | +4.3% | -29.1% | +33.3% | +8.7% |
| 3Y | +125.0% | +102.4% | +22.6% | +35.3% |
| 5Y | -55.9% | +171.7% | -227.5% | -80.0% |
| All | -55.9% | +285.7% | -341.6% | -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