-97.7%
AMC vs FLR
-31.1%
-66.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.7% |
| 7D | +2.6% | -0.8% | +3.4% | +3.1% |
| 30D | +9.0% | -9.1% | +18.1% | +13.0% |
| 3M | +22.2% | -4.7% | +26.8% | +23.0% |
| 6M | +91.5% | -14.2% | +105.7% | +98.0% |
| YTD | +101.3% | +17.3% | +84.0% | +83.3% |
| 1Y | +20.8% | +4.3% | +16.5% | +14.9% |
| 3Y | -71.3% | +30.7% | -102.1% | -76.9% |
| 5Y | -99.2% | +101.3% | -200.5% | -99.5% |
| 10Y | -98.7% | +12.4% | -111.1% | -99.4% |
| All | -97.7% | -31.1% | -66.6% | -98.8% |
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