-9.0%
AUR vs FND
-10.3%
+1.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.9% | -15.4% | -7.4% |
| 7D | -19.8% | +12.3% | -32.2% | -23.0% |
| 30D | -29.0% | +14.7% | -43.8% | -32.4% |
| 3M | -43.6% | -12.0% | -31.6% | -41.4% |
| 6M | -36.6% | +10.8% | -47.4% | -40.4% |
| YTD | +6.3% | -12.3% | +18.5% | +10.6% |
| 1Y | -9.0% | -13.4% | +4.4% | -5.0% |
| All | -9.0% | -10.3% | +1.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling