-17.6%
AA vs FLR
+534.4%
-552.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | +1.1% | +6.3% | -5.2% | -1.7% |
| 30D | -1.3% | +1.8% | -3.1% | -2.2% |
| 3M | -23.9% | -4.4% | -19.5% | -22.5% |
| 6M | -36.8% | +15.9% | -52.7% | -41.6% |
| YTD | -22.2% | +27.7% | -49.9% | -32.7% |
| 1Y | +10.4% | +11.6% | -1.3% | +1.6% |
| 3Y | +72.0% | +39.9% | +32.1% | +34.6% |
| 5Y | -15.6% | +127.5% | -143.1% | -48.2% |
| 10Y | +47.8% | +11.6% | +36.2% | -4.1% |
| All | -17.6% | +534.4% | -552.0% | -77.3% |
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