+15.5%
AMT vs FLR
+45.9%
-30.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | +0.5% |
| 7D | +0.4% | +8.5% | -8.1% | +0.8% |
| 30D | +3.7% | -0.7% | +4.4% | +3.8% |
| 3M | +10.7% | -11.7% | +22.4% | +10.4% |
| 6M | +9.3% | +16.2% | -7.0% | +10.2% |
| YTD | +10.9% | +27.0% | -16.1% | +12.6% |
| 1Y | +10.5% | +10.1% | +0.4% | +11.5% |
| 3Y | +15.5% | +46.2% | -30.6% | +7.4% |
| All | +15.5% | +45.9% | -30.3% | +7.4% |
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