+37.8%
AR vs FLR
+34.7%
+3.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.2% | -1.4% |
| 7D | -14.3% | -0.8% | -13.4% | -14.2% |
| 30D | +1.4% | -9.1% | +10.5% | +2.9% |
| 3M | +3.4% | -4.7% | +8.0% | +3.2% |
| 6M | -2.1% | -14.2% | +12.2% | -0.9% |
| YTD | +4.7% | +17.3% | -12.6% | -3.4% |
| 1Y | +10.6% | +4.3% | +6.3% | +5.3% |
| All | +37.8% | +34.7% | +3.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling