+46.1%
FICO vs AUR
-57.9%
+104.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.6% |
| 7D | +2.2% | -4.5% | +6.8% | +2.6% |
| 30D | +0.1% | -16.6% | +16.7% | +1.3% |
| 3M | -35.2% | -38.5% | +3.3% | -33.0% |
| 6M | -32.4% | -49.9% | +17.5% | -29.3% |
| YTD | -57.4% | +9.6% | -67.0% | -58.8% |
| 1Y | -58.5% | +1.2% | -59.7% | -59.7% |
| 3Y | -28.9% | +128.8% | -157.7% | -40.4% |
| 5Y | +91.7% | -57.9% | +149.6% | +74.9% |
| All | +46.1% | -57.9% | +104.0% | +34.8% |
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 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