+101.7%
FICO vs AUR
-34.2%
+136.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | -15.4% | +19.2% | -34.7% | -16.7% |
| 30D | -10.4% | -7.8% | -2.6% | -10.0% |
| 3M | -22.7% | +4.0% | -26.7% | -23.4% |
| 6M | -36.8% | +45.0% | -81.8% | -39.7% |
| YTD | -44.8% | +69.5% | -114.3% | -48.2% |
| 1Y | -39.3% | +13.0% | -52.3% | -41.2% |
| 3Y | +3.7% | +90.4% | -86.6% | -10.6% |
| 5Y | +101.7% | -34.2% | +135.9% | +75.5% |
| All | +101.7% | -34.2% | +136.0% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling