+44.9%
AMZN vs FLR
+245.1%
-200.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.0% |
| 7D | -1.0% | -3.1% | +2.1% | -0.3% |
| 30D | -9.2% | +4.9% | -14.2% | -10.4% |
| 3M | +3.4% | +10.8% | -7.5% | -0.3% |
| 6M | +18.2% | +19.7% | -1.4% | +10.7% |
| YTD | +9.3% | +38.4% | -29.0% | -1.8% |
| 1Y | +5.9% | +34.7% | -28.7% | -4.7% |
| 3Y | +82.6% | +56.7% | +25.9% | +50.8% |
| 5Y | +44.9% | +241.6% | -196.7% | +0.6% |
| All | +44.9% | +245.1% | -200.2% | +0.6% |
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 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