+34.7%
FLR vs ACM
-48.7%
+83.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -1.9% |
| 7D | -3.1% | -3.7% | +0.5% | -1.7% |
| 30D | +4.9% | -12.7% | +17.6% | +10.4% |
| 3M | +10.8% | -9.8% | +20.6% | +14.9% |
| 6M | +19.7% | -31.4% | +51.1% | +42.8% |
| YTD | +38.4% | -32.1% | +70.4% | +64.4% |
| 1Y | +34.7% | -47.8% | +82.5% | +78.4% |
| All | +34.7% | -48.7% | +83.4% | +78.4% |
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