+49.8%
AR vs FLR
+61.1%
-11.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +12.6% | -0.7% | +13.3% | +12.4% |
| 3M | +10.0% | +14.3% | -4.3% | +6.0% |
| 6M | +0.6% | +25.6% | -25.0% | -6.3% |
| YTD | +13.4% | +42.9% | -29.5% | +1.1% |
| 1Y | +21.7% | +38.7% | -17.0% | +8.6% |
| All | +49.8% | +61.1% | -11.3% | +19.0% |
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