-35.6%
AUR vs FLNC
-70.4%
+34.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.9% |
| 7D | +1.4% | -4.1% | +5.5% | +2.5% |
| 30D | -6.4% | -24.8% | +18.4% | +1.5% |
| 3M | +7.7% | -59.1% | +66.8% | +37.5% |
| 6M | +44.5% | -42.0% | +86.5% | +52.3% |
| YTD | +67.4% | -49.8% | +117.2% | +76.6% |
| 1Y | +15.4% | +43.1% | -27.6% | -23.3% |
| 3Y | +94.8% | -61.0% | +155.8% | +67.7% |
| All | -35.6% | -70.4% | +34.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling