+8,397.8%
AME vs FLR
+603.8%
+7,793.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | +0.6% | +5.4% | -4.8% | -0.8% |
| 30D | -6.7% | +11.4% | -18.1% | -9.8% |
| 3M | +4.1% | +11.4% | -7.3% | +0.3% |
| 6M | +1.6% | +16.6% | -15.1% | -3.9% |
| YTD | +16.1% | +41.7% | -25.6% | +4.2% |
| 1Y | +27.3% | +35.4% | -8.1% | +14.8% |
| 3Y | +50.9% | +57.3% | -6.4% | +24.1% |
| 5Y | +81.4% | +241.0% | -159.6% | +16.1% |
| 10Y | +417.0% | +16.6% | +400.3% | +265.1% |
| All | +8,397.8% | +603.8% | +7,793.9% | +3,628.9% |
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 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