+56.2%
AG vs FLR
+238.1%
-181.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.4% |
| 7D | -6.7% | -3.5% | -3.2% | -5.5% |
| 30D | +2.2% | +4.2% | -2.0% | +0.5% |
| 3M | +15.7% | +8.1% | +7.6% | +11.2% |
| 6M | -23.8% | +21.5% | -45.3% | -30.4% |
| YTD | +17.6% | +36.8% | -19.1% | +3.4% |
| 1Y | +88.6% | +31.2% | +57.4% | +68.2% |
| 3Y | +253.4% | +53.9% | +199.5% | +175.9% |
| All | +56.2% | +238.1% | -181.9% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling