+99.5%
FICO vs AUR
-35.0%
+134.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | -10.6% | +11.1% | -21.7% | -11.3% |
| 30D | -6.3% | -6.9% | +0.5% | -6.0% |
| 3M | -19.7% | +5.5% | -25.3% | -20.6% |
| 6M | -31.8% | +41.0% | -72.8% | -34.7% |
| YTD | -41.8% | +69.3% | -111.1% | -45.4% |
| 1Y | -36.4% | +14.0% | -50.5% | -38.4% |
| 3Y | +9.3% | +90.1% | -80.8% | -5.8% |
| 5Y | +113.0% | -34.4% | +147.4% | +90.2% |
| All | +99.5% | -35.0% | +134.5% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling