-12.3%
AMRZ vs FLR
+2.5%
-14.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.3% |
| 7D | +10.3% | +1.4% | +8.9% | +10.0% |
| 30D | +18.7% | -5.9% | +24.6% | +19.8% |
| 3M | -14.6% | -7.6% | -7.0% | -13.6% |
| 6M | -12.9% | -9.3% | -3.6% | -12.2% |
| YTD | -17.4% | +20.1% | -37.5% | -25.0% |
| 1Y | -12.3% | +3.0% | -15.3% | -17.1% |
| All | -12.3% | +2.5% | -14.8% | -17.1% |
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