+203.0%
AMAT vs FLR
+58.4%
+144.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.3% |
| 7D | -1.5% | +5.4% | -6.9% | -3.9% |
| 30D | -14.8% | +11.4% | -26.2% | -19.5% |
| 3M | -9.3% | +11.4% | -20.7% | -13.2% |
| 6M | +27.4% | +16.6% | +10.8% | +18.4% |
| YTD | +77.6% | +41.7% | +35.9% | +53.8% |
| 1Y | +188.9% | +35.4% | +153.5% | +153.8% |
| All | +203.0% | +58.4% | +144.6% | +128.0% |
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