+20.4%
AME vs FLR
+2.5%
+17.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.4% |
| 7D | -4.4% | +1.4% | -5.8% | -4.7% |
| 30D | -5.9% | -5.9% | 0.0% | -4.7% |
| 3M | -6.5% | -7.6% | +1.1% | -5.6% |
| 6M | +3.2% | -9.3% | +12.5% | +4.1% |
| YTD | +16.0% | +20.1% | -4.1% | +9.3% |
| 1Y | +20.4% | +3.0% | +17.4% | +16.1% |
| All | +20.4% | +2.5% | +17.9% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling