+145.6%
AR vs FLR
+238.5%
-92.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.0% |
| 7D | -1.2% | -3.1% | +1.9% | -0.3% |
| 30D | +5.5% | +4.9% | +0.6% | +3.9% |
| 3M | +12.9% | +10.8% | +2.1% | +7.3% |
| 6M | +0.1% | +19.7% | -19.6% | -8.8% |
| YTD | +13.5% | +38.4% | -24.8% | -2.8% |
| 1Y | +21.6% | +34.7% | -13.1% | +4.0% |
| 3Y | +46.0% | +56.7% | -10.7% | +6.6% |
| All | +145.6% | +238.5% | -92.9% | +19.7% |
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