-18.5%
AMRZ vs FLR
-6.3%
-12.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.2% | -2.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +15.1% | -9.1% | +24.2% | +16.2% |
| 3M | -18.1% | -4.7% | -13.4% | -18.0% |
| 6M | -23.5% | -14.2% | -9.2% | -22.5% |
| YTD | -21.6% | +17.3% | -38.9% | -23.5% |
| 1Y | -14.7% | +4.3% | -19.0% | -16.4% |
| All | -18.5% | -6.3% | -12.2% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling