+33.0%
FLR vs ALC
+32.2%
+0.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | +8.5% | +2.1% | +6.5% | +7.4% |
| 30D | -0.7% | +17.2% | -17.9% | -7.6% |
| 3M | -11.7% | +4.6% | -16.3% | -14.0% |
| 6M | +16.2% | +20.1% | -3.9% | +5.9% |
| YTD | +27.0% | -4.2% | +31.2% | +27.5% |
| 1Y | +10.1% | +2.1% | +8.0% | +7.1% |
| 3Y | +46.2% | +4.5% | +41.7% | +35.7% |
| 5Y | +121.4% | -12.3% | +133.8% | +120.1% |
| All | +33.0% | +32.2% | +0.8% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling