+43.3%
AMAT vs FLR
-1.9%
+45.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +2.1% |
| 7D | -14.7% | -0.8% | -13.9% | -13.9% |
| 30D | -36.1% | -9.1% | -27.0% | -31.9% |
| 3M | -36.9% | -4.7% | -32.2% | -36.2% |
| 6M | -22.2% | -14.2% | -8.0% | -15.9% |
| YTD | +29.9% | +17.3% | +12.6% | +14.7% |
| 1Y | +43.3% | +4.3% | +39.0% | +35.1% |
| All | +43.3% | -1.9% | +45.2% | +35.1% |
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