+61.8%
FLR vs ALM
+2,327.9%
-2,266.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.0% | 0.0% |
| 7D | +0.7% | +8.4% | -7.8% | -0.2% |
| 30D | -0.7% | +34.8% | -35.5% | -3.7% |
| 3M | +14.3% | +16.2% | -1.9% | +11.8% |
| 6M | +25.6% | +2.1% | +23.5% | +23.3% |
| YTD | +42.9% | +117.0% | -74.2% | +33.4% |
| 1Y | +38.7% | +313.9% | -275.1% | +25.1% |
| 3Y | +61.8% | +2,327.9% | -2,266.2% | +35.9% |
| All | +61.8% | +2,327.9% | -2,266.2% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling