-14.7%
AMRZ vs FLR
+13.2%
-27.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -1.9% | +5.4% | -7.3% | -2.5% |
| 30D | -16.9% | +11.4% | -28.3% | -18.1% |
| 3M | -19.2% | +11.4% | -30.6% | -20.6% |
| 6M | -29.3% | +16.6% | -45.9% | -31.5% |
| YTD | -18.0% | +41.7% | -59.7% | -21.6% |
| 1Y | -15.1% | +35.4% | -50.5% | -18.2% |
| All | -14.7% | +13.2% | -27.9% | -19.6% |
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 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