+133.7%
AMT vs FLR
+10.4%
+123.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.6% | +5.1% | -3.5% | +1.5% |
| 30D | +4.5% | -0.5% | +4.9% | +4.4% |
| 3M | +13.8% | -3.5% | +17.3% | +13.8% |
| 6M | +10.0% | +16.5% | -6.4% | +9.2% |
| YTD | +11.8% | +27.3% | -15.5% | +10.3% |
| 1Y | +10.2% | +10.6% | -0.4% | +9.3% |
| 3Y | +15.1% | +39.4% | -24.2% | +11.5% |
| 5Y | -18.8% | +126.4% | -145.2% | -23.3% |
| 10Y | +133.7% | +8.4% | +125.3% | +125.7% |
| All | +133.7% | +10.4% | +123.3% | +125.7% |
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