+20.2%
FLR vs ALM
+3,082.3%
-3,062.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +1.0% | -2.8% |
| 7D | -3.1% | +3.6% | -6.7% | -3.5% |
| 30D | +4.9% | +33.8% | -28.9% | +2.0% |
| 3M | +10.8% | +14.8% | -4.0% | +8.9% |
| 6M | +19.7% | -7.0% | +26.6% | +18.7% |
| YTD | +38.4% | +108.1% | -69.7% | +28.1% |
| 1Y | +34.7% | +313.8% | -279.1% | +17.5% |
| 3Y | +56.7% | +2,227.6% | -2,171.0% | +12.8% |
| 5Y | +241.6% | +956.6% | -715.0% | +157.6% |
| 10Y | +20.2% | +3,082.3% | -3,062.1% | -19.6% |
| All | +20.2% | +3,082.3% | -3,062.1% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling