+2,576.7%
AMAT vs FLR
+532.1%
+2,044.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.5% | +5.1% | -7.6% | -3.6% |
| 30D | -26.5% | -0.5% | -26.1% | -26.0% |
| 3M | -28.6% | -3.5% | -25.1% | -27.6% |
| 6M | -14.2% | +16.5% | -30.7% | -17.4% |
| YTD | +45.5% | +27.3% | +18.2% | +35.7% |
| 1Y | +59.3% | +10.6% | +48.7% | +54.8% |
| 3Y | +153.1% | +39.4% | +113.7% | +120.7% |
| 5Y | +158.2% | +126.4% | +31.8% | +90.1% |
| 10Y | +1,370.8% | +8.4% | +1,362.4% | +998.4% |
| All | +2,576.7% | +532.1% | +2,044.6% | +741.3% |
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