+18.4%
FLR vs ACM
+252.7%
-234.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.3% |
| 7D | +5.1% | +6.6% | -1.5% | 0.0% |
| 30D | -0.5% | +19.8% | -20.2% | -13.9% |
| 3M | -3.5% | -3.1% | -0.3% | -3.1% |
| 6M | +16.5% | -11.5% | +28.0% | +23.2% |
| YTD | +27.3% | -24.7% | +52.0% | +52.1% |
| 1Y | +10.6% | -45.1% | +55.7% | +68.9% |
| 3Y | +39.4% | -8.9% | +48.3% | +42.4% |
| 5Y | +126.4% | +5.4% | +121.0% | +106.3% |
| 10Y | +8.4% | +131.1% | -122.7% | -41.2% |
| All | +18.4% | +252.7% | -234.3% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling