+1,315.3%
AMAT vs FLR
+17.5%
+1,297.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.3% | +3.1% | +9.2% |
| 7D | -1.1% | +8.5% | -9.6% | -2.8% |
| 30D | -26.9% | -0.7% | -26.2% | -26.5% |
| 3M | -31.2% | -11.7% | -19.5% | -28.9% |
| 6M | -14.7% | +16.2% | -30.9% | -17.1% |
| YTD | +44.7% | +27.0% | +17.7% | +37.1% |
| 1Y | +62.0% | +10.1% | +51.9% | +58.6% |
| 3Y | +165.0% | +46.2% | +118.8% | +136.8% |
| 5Y | +147.1% | +121.4% | +25.7% | +99.4% |
| 10Y | +1,315.3% | +11.0% | +1,304.3% | +1,187.4% |
| All | +1,315.3% | +17.5% | +1,297.8% | +1,187.4% |
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