0.0%
AA vs FLR
+603.8%
-603.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.0% |
| 7D | -0.7% | +5.4% | -6.1% | -3.1% |
| 30D | +5.0% | +11.4% | -6.4% | -0.9% |
| 3M | -35.8% | +11.4% | -47.2% | -39.5% |
| 6M | -18.4% | +16.6% | -35.0% | -26.0% |
| YTD | -5.5% | +41.7% | -47.2% | -21.9% |
| 1Y | +61.0% | +35.4% | +25.5% | +34.9% |
| 3Y | +66.2% | +57.3% | +8.9% | +23.2% |
| 5Y | +11.4% | +241.0% | -229.6% | -43.8% |
| 10Y | +116.9% | +16.6% | +100.2% | +37.5% |
| All | 0.0% | +603.8% | -603.8% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling