+94.8%
AUR vs FTI
+267.9%
-173.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | +1.4% | -4.4% | +5.8% | +3.8% |
| 30D | -6.4% | +1.5% | -7.9% | -7.0% |
| 3M | +7.7% | +8.2% | -0.5% | +2.3% |
| 6M | +44.5% | +18.8% | +25.7% | +28.0% |
| YTD | +67.4% | +71.7% | -4.2% | +18.5% |
| 1Y | +15.4% | +90.0% | -74.6% | -23.7% |
| 3Y | +94.8% | +270.5% | -175.6% | -9.0% |
| All | +94.8% | +267.9% | -173.0% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling