+85.2%
AME vs FLR
+245.1%
-159.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | 0.0% |
| 7D | +1.3% | -3.1% | +4.4% | +1.9% |
| 30D | -6.6% | +4.9% | -11.5% | -7.5% |
| 3M | +3.0% | +10.8% | -7.8% | +0.3% |
| 6M | +5.3% | +19.7% | -14.4% | +0.6% |
| YTD | +15.4% | +38.4% | -22.9% | +7.1% |
| 1Y | +26.8% | +34.7% | -7.9% | +17.7% |
| 3Y | +56.5% | +56.7% | -0.1% | +34.8% |
| 5Y | +85.2% | +241.6% | -156.4% | +37.7% |
| All | +85.2% | +245.1% | -159.8% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling