+60.8%
FLR vs ACM
-19.8%
+80.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | +0.7% | -0.3% | +0.9% | +0.9% |
| 30D | -0.7% | -12.9% | +12.3% | +8.2% |
| 3M | +14.3% | -6.4% | +20.7% | +17.4% |
| 6M | +25.6% | -29.2% | +54.8% | +59.7% |
| YTD | +42.9% | -29.9% | +72.8% | +80.4% |
| 1Y | +38.7% | -47.3% | +86.0% | +123.3% |
| All | +60.8% | -19.8% | +80.6% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling