-98.1%
AMC vs FLR
-16.8%
-81.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +5.2% |
| 7D | +2.3% | +5.4% | -3.1% | +0.2% |
| 30D | -0.7% | +11.4% | -12.1% | -5.4% |
| 3M | +35.2% | +11.4% | +23.8% | +28.1% |
| 6M | +124.6% | +16.6% | +107.9% | +106.8% |
| YTD | +69.9% | +41.7% | +28.2% | +44.6% |
| 1Y | -2.6% | +35.4% | -38.0% | -16.2% |
| 3Y | -79.8% | +57.3% | -137.1% | -84.7% |
| 5Y | -99.4% | +241.0% | -340.4% | -99.7% |
| 10Y | -98.9% | +16.6% | -115.5% | -99.5% |
| All | -98.1% | -16.8% | -81.3% | -99.0% |
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