-35.1%
AUR vs USFR
+20.6%
-55.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +2.4% |
| 7D | +1.4% | +0.1% | +1.3% | +2.8% |
| 30D | -6.4% | +0.4% | -6.8% | -3.0% |
| 3M | +7.7% | +1.0% | +6.7% | +19.9% |
| 6M | +44.5% | +2.0% | +42.5% | +77.2% |
| YTD | +67.4% | +2.8% | +64.7% | +121.9% |
| 1Y | +15.4% | +4.1% | +11.4% | +75.2% |
| 3Y | +94.8% | +14.1% | +80.7% | +972.2% |
| All | -35.1% | +20.6% | -55.7% | +1,656.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling