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  • AME vs FLR✓SelectedUSD · FLRAME vs FLR performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

AME vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,397.8%
FLR return
+603.8%
Excess return
+7,793.9%
Maximum drawdown
-53.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
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