+123.4%
AS vs FLR
+29.0%
+94.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -4.9% | +5.4% | -10.2% | -6.3% |
| 30D | +3.9% | +2.8% | +1.1% | +2.8% |
| 3M | -9.6% | -6.4% | -3.2% | -8.5% |
| 6M | -8.7% | +8.8% | -17.4% | -13.3% |
| YTD | -19.8% | +23.6% | -43.4% | -27.9% |
| 1Y | -1.5% | +13.8% | -15.3% | -9.1% |
| All | +123.4% | +29.0% | +94.4% | +75.3% |
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