-9.0%
AUR vs FTI
+57.1%
-66.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.1% | -3.5% |
| 7D | -19.8% | -9.7% | -10.2% | -17.4% |
| 30D | -29.0% | -8.2% | -20.9% | -27.1% |
| 3M | -43.6% | -7.8% | -35.7% | -41.8% |
| 6M | -36.6% | -13.4% | -23.2% | -34.0% |
| YTD | +6.3% | +45.1% | -38.8% | -22.6% |
| 1Y | -9.0% | +54.6% | -63.6% | -42.9% |
| All | -9.0% | +57.1% | -66.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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