-99.3%
AMC vs FLR
+93.7%
-193.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.8% |
| 7D | +2.6% | -0.8% | +3.4% | +3.1% |
| 30D | +9.0% | -9.1% | +18.1% | +12.8% |
| 3M | +22.2% | -4.7% | +26.8% | +23.0% |
| 6M | +91.5% | -14.2% | +105.7% | +97.9% |
| YTD | +101.3% | +17.3% | +84.0% | +83.6% |
| 1Y | +20.8% | +4.3% | +16.5% | +15.0% |
| 3Y | -71.3% | +30.7% | -102.1% | -77.9% |
| All | -99.3% | +93.7% | -193.0% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling