+154.7%
AMAT vs FLR
+39.7%
+115.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.5% | +5.1% | -7.6% | -4.3% |
| 30D | -26.5% | -0.5% | -26.1% | -26.0% |
| 3M | -28.6% | -3.5% | -25.1% | -27.5% |
| 6M | -14.2% | +16.5% | -30.7% | -18.6% |
| YTD | +45.5% | +27.3% | +18.2% | +32.0% |
| 1Y | +59.3% | +10.6% | +48.7% | +52.0% |
| All | +154.7% | +39.7% | +115.0% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling