+2,290.6%
AMAT vs FLR
+482.5%
+1,808.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.2% |
| 7D | -14.7% | -0.8% | -13.9% | -14.3% |
| 30D | -36.1% | -9.1% | -27.0% | -34.0% |
| 3M | -36.9% | -4.7% | -32.2% | -36.1% |
| 6M | -22.2% | -14.2% | -8.0% | -18.5% |
| YTD | +29.9% | +17.3% | +12.6% | +24.1% |
| 1Y | +43.3% | +4.3% | +39.0% | +41.6% |
| 3Y | +142.7% | +30.7% | +111.9% | +115.6% |
| 5Y | +126.2% | +101.3% | +24.9% | +72.3% |
| 10Y | +1,211.7% | +12.4% | +1,199.4% | +857.6% |
| All | +2,290.6% | +482.5% | +1,808.1% | +669.5% |
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 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