+162.6%
AMAT vs FLR
+126.1%
+36.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.9% |
| 7D | +7.0% | +6.3% | +0.6% | +4.7% |
| 30D | -20.6% | +1.8% | -22.4% | -20.8% |
| 3M | -24.8% | -4.4% | -20.4% | -23.3% |
| 6M | -10.7% | +15.9% | -26.6% | -14.9% |
| YTD | +54.3% | +27.7% | +26.5% | +40.6% |
| 1Y | +73.7% | +11.6% | +62.1% | +66.0% |
| 3Y | +168.4% | +39.9% | +128.5% | +119.6% |
| All | +162.6% | +126.1% | +36.5% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling