+137.8%
AS vs FLR
+32.8%
+104.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | +4.5% | +5.1% | -0.6% | +2.9% |
| 30D | +13.2% | -0.5% | +13.7% | +13.1% |
| 3M | -11.9% | -3.5% | -8.5% | -11.7% |
| 6M | -11.6% | +16.5% | -28.0% | -17.9% |
| YTD | -14.7% | +27.3% | -42.0% | -23.9% |
| 1Y | +5.7% | +10.6% | -4.9% | -1.3% |
| All | +137.8% | +32.8% | +104.9% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling