-38.6%
FICO vs AUR
+11.8%
-50.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.7% |
| 7D | -19.2% | +8.7% | -27.9% | -19.2% |
| 30D | -14.6% | -5.2% | -9.4% | -14.7% |
| 3M | -20.1% | -7.3% | -12.8% | -20.0% |
| 6M | -36.3% | +41.2% | -77.5% | -38.7% |
| YTD | -44.9% | +65.1% | -110.0% | -47.8% |
| 1Y | -38.6% | +13.4% | -52.0% | -37.8% |
| All | -38.6% | +11.8% | -50.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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