+672.3%
AU vs FLR
+19.7%
+652.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -4.3% | -3.5% | -0.8% | -4.0% |
| 30D | +7.3% | +4.2% | +3.1% | +7.0% |
| 3M | +26.3% | +8.1% | +18.2% | +25.5% |
| 6M | +1.8% | +21.5% | -19.8% | +0.2% |
| YTD | +26.8% | +36.8% | -10.0% | +24.1% |
| 1Y | +66.7% | +31.2% | +35.5% | +63.5% |
| 3Y | +579.1% | +53.9% | +525.2% | +553.9% |
| 5Y | +689.3% | +243.0% | +446.3% | +644.6% |
| All | +672.3% | +19.7% | +652.5% | +510.8% |
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