-98.7%
AMC vs FLR
+17.5%
-116.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.3% | 0.0% | +5.2% |
| 7D | +6.6% | +8.5% | -1.9% | +3.6% |
| 30D | +14.1% | -0.7% | +14.8% | +14.6% |
| 3M | +31.3% | -11.7% | +43.0% | +36.9% |
| 6M | +126.7% | +16.2% | +110.5% | +110.3% |
| YTD | +117.9% | +27.0% | +90.9% | +92.4% |
| 1Y | +41.1% | +10.1% | +31.0% | +31.6% |
| 3Y | -61.0% | +46.2% | -107.1% | -70.0% |
| 5Y | -99.1% | +121.4% | -220.6% | -99.5% |
| 10Y | -98.7% | +11.0% | -109.7% | -99.4% |
| All | -98.7% | +17.5% | -116.2% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling