-35.7%
AUR vs FTI
+812.7%
-848.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +1.4% | -4.4% | +5.8% | +3.0% |
| 30D | -6.4% | +1.5% | -7.9% | -6.8% |
| 3M | +7.7% | +8.2% | -0.5% | +4.0% |
| 6M | +44.5% | +18.8% | +25.7% | +33.8% |
| YTD | +67.4% | +71.7% | -4.2% | +35.0% |
| 1Y | +15.4% | +90.0% | -74.6% | -10.8% |
| 3Y | +94.8% | +270.5% | -175.6% | +20.7% |
| 5Y | -35.1% | +1,084.5% | -1,119.7% | -66.2% |
| All | -35.7% | +812.7% | -848.4% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling