+96.6%
AMCR vs FLR
+23.8%
+72.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -6.0% | -0.7% | -5.4% | -6.1% |
| 3M | +18.9% | +14.3% | +4.6% | +16.2% |
| 6M | +5.7% | +25.6% | -19.9% | +1.6% |
| YTD | +11.1% | +42.9% | -31.8% | +4.9% |
| 1Y | +12.7% | +38.7% | -26.0% | +6.4% |
| 3Y | +9.6% | +61.8% | -52.2% | -1.5% |
| 5Y | -10.3% | +254.1% | -264.4% | -28.7% |
| 10Y | +16.5% | +20.0% | -3.6% | -21.1% |
| All | +96.6% | +23.8% | +72.8% | +31.4% |
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 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