+105.4%
AMT vs FLR
+17.1%
+88.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | +1.5% | -3.1% | +4.6% | +1.6% |
| 30D | +3.7% | +4.9% | -1.2% | +3.6% |
| 3M | -7.2% | +10.8% | -18.0% | -7.6% |
| 6M | -4.2% | +19.7% | -23.8% | -5.0% |
| YTD | +1.9% | +38.4% | -36.5% | +0.4% |
| 1Y | -6.4% | +34.7% | -41.1% | -7.7% |
| 3Y | +7.7% | +56.7% | -48.9% | +4.1% |
| 5Y | -30.9% | +241.6% | -272.5% | -35.4% |
| 10Y | +105.4% | +20.2% | +85.2% | +96.8% |
| All | +105.4% | +17.1% | +88.2% | +96.8% |
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