+120.4%
AS vs FLR
+47.9%
+72.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.3% |
| 7D | -4.9% | +5.4% | -10.3% | -6.5% |
| 30D | -19.6% | +11.4% | -31.0% | -22.7% |
| 3M | -14.4% | +11.4% | -25.8% | -18.4% |
| 6M | -20.1% | +16.6% | -36.8% | -25.7% |
| YTD | -20.9% | +41.7% | -62.6% | -31.3% |
| 1Y | -21.9% | +35.4% | -57.3% | -31.5% |
| All | +120.4% | +47.9% | +72.5% | +66.9% |
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