+254.1%
FLR vs ALM
+1,033.0%
-778.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.0% | 0.0% |
| 7D | +0.7% | +8.4% | -7.8% | -0.1% |
| 30D | -0.7% | +34.8% | -35.5% | -3.5% |
| 3M | +14.3% | +16.2% | -1.9% | +12.1% |
| 6M | +25.6% | +2.1% | +23.5% | +23.5% |
| YTD | +42.9% | +117.0% | -74.2% | +33.5% |
| 1Y | +38.7% | +313.9% | -275.1% | +24.6% |
| 3Y | +61.8% | +2,327.9% | -2,266.2% | +28.6% |
| 5Y | +254.1% | +1,040.6% | -786.5% | +196.6% |
| All | +254.1% | +1,033.0% | -778.9% | +196.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling