-35.0%
AUR vs FTI
+830.3%
-865.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +11.1% | -2.3% | +13.4% | +12.0% |
| 30D | -6.9% | +5.0% | -11.9% | -8.4% |
| 3M | +5.5% | +13.8% | -8.3% | 0.0% |
| 6M | +41.0% | +22.9% | +18.1% | +28.9% |
| YTD | +69.3% | +75.0% | -5.7% | +35.5% |
| 1Y | +14.0% | +96.9% | -82.8% | -13.1% |
| 3Y | +90.1% | +276.7% | -186.7% | +16.9% |
| 5Y | -34.4% | +1,157.0% | -1,191.4% | -66.1% |
| All | -35.0% | +830.3% | -865.3% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling