+35.4%
FLR vs ACM
-45.8%
+81.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | +5.4% | -3.7% | +9.2% | +6.9% |
| 30D | +11.4% | -11.1% | +22.5% | +16.8% |
| 3M | +11.4% | -8.0% | +19.4% | +14.8% |
| 6M | +16.6% | -29.7% | +46.3% | +38.0% |
| YTD | +41.7% | -29.4% | +71.1% | +65.7% |
| 1Y | +35.4% | -46.4% | +81.9% | +78.8% |
| All | +35.4% | -45.8% | +81.2% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling