+61.4%
AMAT vs FLR
+2.5%
+58.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | -11.2% | +1.4% | -12.6% | -11.9% |
| 30D | -31.9% | -5.9% | -26.0% | -29.3% |
| 3M | -32.3% | -7.6% | -24.7% | -30.2% |
| 6M | -5.4% | -9.3% | +3.9% | -1.7% |
| YTD | +44.3% | +20.1% | +24.1% | +24.4% |
| 1Y | +61.4% | +3.0% | +58.4% | +53.1% |
| All | +61.4% | +2.5% | +58.8% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling