+1,162.1%
AMAT vs FLR
+11.0%
+1,151.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.4% |
| 7D | -14.7% | -0.8% | -13.9% | -14.4% |
| 30D | -36.1% | -9.1% | -27.0% | -34.3% |
| 3M | -36.9% | -4.7% | -32.2% | -36.2% |
| 6M | -22.2% | -14.2% | -8.0% | -19.2% |
| YTD | +29.9% | +17.3% | +12.6% | +25.6% |
| 1Y | +43.3% | +4.3% | +39.0% | +42.2% |
| 3Y | +142.7% | +30.7% | +111.9% | +122.7% |
| 5Y | +126.2% | +101.3% | +24.9% | +86.9% |
| All | +1,162.1% | +11.0% | +1,151.1% | +1,077.7% |
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