-35.7%
AUR vs USFR
+20.6%
-56.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +2.3% |
| 7D | +1.4% | +0.1% | +1.3% | +2.7% |
| 30D | -6.4% | +0.4% | -6.8% | -3.3% |
| 3M | +7.7% | +1.0% | +6.7% | +18.7% |
| 6M | +44.5% | +2.0% | +42.5% | +73.8% |
| YTD | +67.4% | +2.8% | +64.7% | +116.0% |
| 1Y | +15.4% | +4.1% | +11.4% | +68.3% |
| 3Y | +94.8% | +14.1% | +80.7% | +805.0% |
| 5Y | -35.1% | +20.6% | -55.7% | +1,016.9% |
| All | -35.7% | +20.6% | -56.3% | +1,007.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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