-9.6%
AUR vs FLNC
-74.3%
+64.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.9% | +14.7% | +1.7% |
| 7D | -8.5% | -16.3% | +7.8% | -6.0% |
| 30D | -29.9% | -36.6% | +6.6% | -24.3% |
| 3M | -39.8% | -64.2% | +24.4% | -28.7% |
| 6M | -38.3% | -59.9% | +21.6% | -30.9% |
| YTD | +4.9% | -74.2% | +79.2% | +26.9% |
| 1Y | -9.6% | -75.4% | +65.8% | +9.3% |
| All | -9.6% | -74.3% | +64.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling