+31.8%
FLR vs ACM
+230.8%
-199.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.0% |
| 7D | +5.4% | -3.7% | +9.2% | +8.5% |
| 30D | +11.4% | -11.1% | +22.5% | +20.5% |
| 3M | +11.4% | -8.0% | +19.4% | +16.2% |
| 6M | +16.6% | -29.7% | +46.3% | +49.3% |
| YTD | +41.7% | -29.4% | +71.1% | +78.9% |
| 1Y | +35.4% | -46.4% | +81.9% | +112.0% |
| 3Y | +57.3% | -22.3% | +79.7% | +83.7% |
| 5Y | +241.0% | +4.5% | +236.5% | +215.7% |
| 10Y | +16.6% | +127.6% | -111.0% | -35.4% |
| All | +31.8% | +230.8% | -199.0% | -46.9% |
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