-35.7%
AUR vs FLR
+118.8%
-154.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.0% |
| 7D | +1.4% | -3.5% | +4.9% | +3.1% |
| 30D | -6.4% | +4.2% | -10.6% | -8.3% |
| 3M | +7.7% | +8.1% | -0.4% | +2.5% |
| 6M | +44.5% | +21.5% | +23.0% | +28.3% |
| YTD | +67.4% | +36.8% | +30.7% | +40.5% |
| 1Y | +15.4% | +31.2% | -15.8% | -0.9% |
| 3Y | +94.8% | +53.9% | +41.0% | +50.8% |
| 5Y | -35.1% | +243.0% | -278.2% | -55.6% |
| All | -35.7% | +118.8% | -154.5% | -55.9% |
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 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