+50.6%
AA vs FLR
+31.4%
+19.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | -3.4% | -3.5% | +0.1% | -2.0% |
| 30D | -5.8% | +4.2% | -9.9% | -7.3% |
| 3M | -29.9% | +8.1% | -38.0% | -32.7% |
| 6M | -27.0% | +21.5% | -48.5% | -34.5% |
| YTD | -8.7% | +36.8% | -45.5% | -23.5% |
| 1Y | +50.6% | +31.2% | +19.4% | +32.9% |
| All | +50.6% | +31.4% | +19.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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