-18.3%
AMRZ vs FLR
+14.1%
-32.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -9.8% | -0.7% | -9.2% | -9.8% |
| 3M | -17.2% | +14.3% | -31.6% | -19.0% |
| 6M | -26.9% | +25.6% | -52.5% | -29.9% |
| YTD | -21.5% | +42.9% | -64.3% | -25.0% |
| 1Y | -22.9% | +38.7% | -61.6% | -25.8% |
| All | -18.3% | +14.1% | -32.4% | -23.1% |
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 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