-51.7%
FIG vs AUR
-17.4%
-34.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.7% | +6.0% |
| 7D | -4.7% | -19.8% | +15.2% | -0.8% |
| 30D | +0.5% | -29.0% | +29.6% | +6.8% |
| 3M | -18.4% | -43.6% | +25.2% | -10.1% |
| 6M | +10.9% | -36.6% | +47.5% | +13.5% |
| YTD | -40.8% | +6.3% | -47.0% | -49.1% |
| 1Y | -51.7% | -9.0% | -42.7% | -56.7% |
| All | -51.7% | -17.4% | -34.3% | -56.7% |
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