-57.7%
AMC vs FLR
+37.2%
-94.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -1.7% |
| 7D | +8.4% | +10.1% | -1.7% | +5.6% |
| 30D | +9.2% | -0.5% | +9.6% | +9.4% |
| 3M | +32.0% | -4.8% | +36.8% | +33.4% |
| 6M | +149.3% | +10.7% | +138.5% | +139.5% |
| YTD | +114.1% | +25.0% | +89.1% | +96.6% |
| 1Y | +35.8% | +8.3% | +27.5% | +29.9% |
| All | -57.7% | +37.2% | -94.9% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling