+18.1%
FLR vs ACM
+250.7%
-232.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +4.2% |
| 7D | +8.5% | +6.9% | +1.6% | +3.1% |
| 30D | -0.7% | +19.1% | -19.7% | -13.7% |
| 3M | -11.7% | -6.9% | -4.8% | -8.3% |
| 6M | +16.2% | -12.0% | +28.2% | +23.5% |
| YTD | +27.0% | -25.1% | +52.1% | +52.5% |
| 1Y | +10.1% | -45.4% | +55.5% | +68.9% |
| 3Y | +46.2% | -6.9% | +53.1% | +46.9% |
| 5Y | +121.4% | +3.7% | +117.7% | +104.4% |
| 10Y | +11.0% | +135.8% | -124.8% | -40.6% |
| All | +18.1% | +250.7% | -232.5% | -54.7% |
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