+1,234.9%
AU vs FLR
+587.1%
+647.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.2% |
| 7D | +0.6% | -3.1% | +3.8% | +1.2% |
| 30D | +12.3% | +4.9% | +7.4% | +11.3% |
| 3M | +29.4% | +10.8% | +18.5% | +26.7% |
| 6M | +3.2% | +19.7% | -16.4% | -0.6% |
| YTD | +31.8% | +38.4% | -6.6% | +23.7% |
| 1Y | +83.4% | +34.7% | +48.7% | +72.8% |
| 3Y | +623.1% | +56.7% | +566.4% | +540.0% |
| 5Y | +700.5% | +241.6% | +458.9% | +506.5% |
| 10Y | +717.6% | +20.2% | +697.4% | +539.8% |
| All | +1,234.9% | +587.1% | +647.8% | +832.3% |
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 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