-35.1%
AUR vs FND
-63.3%
+28.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | +1.4% | -5.8% | +7.2% | +4.9% |
| 30D | -6.4% | -20.2% | +13.8% | +6.9% |
| 3M | +7.7% | -12.0% | +19.7% | +13.6% |
| 6M | +44.5% | -18.5% | +63.0% | +56.8% |
| YTD | +67.4% | -22.3% | +89.7% | +85.5% |
| 1Y | +15.4% | -47.6% | +63.1% | +64.5% |
| 3Y | +94.8% | -49.8% | +144.6% | +159.9% |
| All | -35.1% | -63.3% | +28.2% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling