-36.7%
AUR vs FLR
+116.2%
-152.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.5% |
| 7D | +0.2% | -6.9% | +7.0% | +3.5% |
| 30D | -8.9% | +1.1% | -10.1% | -9.5% |
| 3M | +4.6% | +14.3% | -9.7% | -3.3% |
| 6M | +44.9% | +19.1% | +25.7% | +29.8% |
| YTD | +64.8% | +35.1% | +29.7% | +39.1% |
| 1Y | +16.4% | +29.5% | -13.1% | +0.5% |
| 3Y | +85.1% | +53.0% | +32.1% | +43.7% |
| 5Y | -36.1% | +238.9% | -275.0% | -56.1% |
| All | -36.7% | +116.2% | -152.9% | -56.3% |
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