+13.4%
AUR vs FTV
+21.5%
-8.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +8.7% | -4.6% | +13.4% | +10.4% |
| 30D | -5.2% | -7.2% | +1.9% | -3.0% |
| 3M | -7.3% | -7.3% | 0.0% | -5.0% |
| 6M | +41.2% | -1.6% | +42.8% | +39.3% |
| YTD | +65.1% | +3.3% | +61.8% | +58.0% |
| 1Y | +13.4% | +20.2% | -6.8% | +0.1% |
| All | +13.4% | +21.5% | -8.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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