+86.1%
FLEX vs AUR
+10.3%
+75.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.0% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | -11.8% | -8.9% | -2.8% | -8.5% |
| 3M | -22.6% | +4.6% | -27.2% | -24.3% |
| 6M | +77.3% | +44.9% | +32.5% | +57.0% |
| YTD | +78.8% | +64.8% | +13.9% | +49.5% |
| 1Y | +86.1% | +16.4% | +69.7% | +75.2% |
| All | +86.1% | +10.3% | +75.8% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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