-80.8%
FIG vs AUR
+1.8%
-82.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.1% |
| 7D | -12.2% | +0.2% | -12.4% | -12.3% |
| 30D | -11.0% | -8.9% | -2.1% | -9.7% |
| 3M | +11.9% | +4.6% | +7.2% | +8.0% |
| 6M | -21.9% | +44.9% | -66.8% | -35.1% |
| YTD | -40.8% | +64.8% | -105.6% | -52.1% |
| 1Y | -56.6% | +16.4% | -73.0% | -61.9% |
| All | -80.8% | +1.8% | -82.6% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling