+34.7%
FLR vs ALM
+312.4%
-277.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +1.0% | -2.4% |
| 7D | -3.1% | +3.6% | -6.7% | -3.8% |
| 30D | +4.9% | +33.8% | -28.9% | -1.1% |
| 3M | +10.8% | +14.8% | -4.0% | +6.5% |
| 6M | +19.7% | -7.0% | +26.6% | +16.8% |
| YTD | +38.4% | +108.1% | -69.7% | +19.4% |
| 1Y | +34.7% | +313.8% | -279.1% | +13.0% |
| All | +34.7% | +312.4% | -277.7% | +13.0% |
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