+58.7%
FLR vs ALC
-13.4%
+72.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | +5.4% | -2.1% | +7.5% | +6.1% |
| 30D | +11.4% | -0.1% | +11.5% | +11.3% |
| 3M | +11.4% | +5.9% | +5.5% | +9.0% |
| 6M | +16.6% | -15.9% | +32.6% | +22.6% |
| YTD | +41.7% | -10.1% | +51.8% | +45.8% |
| 1Y | +35.4% | -10.2% | +45.6% | +39.1% |
| All | +58.7% | -13.4% | +72.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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