+10.6%
FLR vs ALM
+12.3%
-1.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.5% | +1.7% |
| 7D | +5.1% | -6.3% | +11.4% | +6.5% |
| 30D | -0.5% | -31.4% | +31.0% | +6.9% |
| 3M | -3.5% | -40.6% | +37.1% | +5.5% |
| 6M | +16.5% | -58.6% | +75.1% | +33.2% |
| YTD | +27.3% | -7.6% | +34.9% | +29.9% |
| 1Y | +10.6% | +13.8% | -3.2% | +9.8% |
| All | +10.6% | +12.3% | -1.6% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling