-24.2%
AR vs FLR
-10.1%
-14.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | +2.5% | +5.4% | -2.9% | +0.8% |
| 30D | +14.8% | +11.4% | +3.4% | +9.7% |
| 3M | +6.2% | +11.4% | -5.2% | +0.4% |
| 6M | +4.3% | +16.6% | -12.3% | -4.5% |
| YTD | +14.4% | +41.7% | -27.3% | -2.7% |
| 1Y | +21.3% | +35.4% | -14.1% | +3.9% |
| 3Y | +39.8% | +57.3% | -17.5% | +7.3% |
| 5Y | +142.1% | +241.0% | -98.9% | +39.6% |
| 10Y | +52.0% | +16.6% | +35.4% | +33.0% |
| All | -24.2% | -10.1% | -14.2% | -24.6% |
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