+3,167.2%
AMAT vs FLR
+603.8%
+2,563.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.0% |
| 7D | -1.5% | +5.4% | -6.9% | -3.2% |
| 30D | -14.8% | +11.4% | -26.2% | -18.1% |
| 3M | -9.3% | +11.4% | -20.7% | -11.9% |
| 6M | +27.4% | +16.6% | +10.8% | +21.2% |
| YTD | +77.6% | +41.7% | +35.9% | +59.7% |
| 1Y | +188.9% | +35.4% | +153.5% | +162.9% |
| 3Y | +202.3% | +57.3% | +145.0% | +152.5% |
| 5Y | +248.9% | +241.0% | +7.9% | +126.0% |
| 10Y | +1,585.2% | +16.6% | +1,568.6% | +1,117.6% |
| All | +3,167.2% | +603.8% | +2,563.4% | +890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling