-20.3%
AMRZ vs FLR
-0.2%
-20.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.7% |
| 7D | -4.0% | +10.1% | -14.1% | -5.1% |
| 30D | +12.4% | -0.5% | +12.9% | +12.4% |
| 3M | -11.5% | -4.8% | -6.7% | -11.1% |
| 6M | -21.6% | +10.7% | -32.3% | -23.6% |
| YTD | -23.4% | +25.0% | -48.3% | -25.8% |
| 1Y | -17.2% | +8.3% | -25.5% | -19.3% |
| All | -20.3% | -0.2% | -20.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling