+433.0%
AME vs FLR
+19.7%
+413.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.0% | +3.0% |
| 7D | +1.7% | -3.5% | +5.2% | +2.4% |
| 30D | -6.4% | +4.2% | -10.6% | -7.2% |
| 3M | +7.1% | +8.1% | -1.0% | +5.1% |
| 6M | +8.2% | +21.5% | -13.4% | +3.5% |
| YTD | +18.2% | +36.8% | -18.6% | +10.6% |
| 1Y | +26.7% | +31.2% | -4.5% | +19.0% |
| 3Y | +60.7% | +53.9% | +6.8% | +42.2% |
| 5Y | +91.6% | +243.0% | -151.5% | +44.5% |
| All | +433.0% | +19.7% | +413.3% | +341.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling