+45.5%
FICO vs AUR
-56.5%
+102.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.9% | -1.2% |
| 7D | +1.4% | +7.9% | -6.5% | +0.8% |
| 30D | -0.8% | -18.5% | +17.8% | +0.6% |
| 3M | -31.3% | -36.7% | +5.4% | -29.2% |
| 6M | -33.9% | -39.8% | +5.8% | -32.1% |
| YTD | -57.6% | +13.3% | -70.8% | -59.1% |
| 1Y | -59.7% | +2.8% | -62.5% | -60.8% |
| 3Y | -28.0% | +139.7% | -167.7% | -39.9% |
| 5Y | +91.0% | -56.5% | +147.5% | +73.8% |
| All | +45.5% | -56.5% | +102.0% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling