-37.2%
FICO vs AUR
+10.3%
-47.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.3% |
| 7D | -14.1% | +0.2% | -14.3% | -14.1% |
| 30D | -7.5% | -8.9% | +1.5% | -7.6% |
| 3M | -21.3% | +4.6% | -25.9% | -21.7% |
| 6M | -25.2% | +44.9% | -70.1% | -28.3% |
| YTD | -43.2% | +64.8% | -108.0% | -46.1% |
| 1Y | -37.2% | +16.4% | -53.6% | -36.8% |
| All | -37.2% | +10.3% | -47.5% | -36.8% |
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