+121.4%
FLR vs ALM
+441.7%
-320.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +7.5% |
| 7D | +8.5% | +0.7% | +7.8% | +8.5% |
| 30D | -0.7% | -26.1% | +25.4% | +2.1% |
| 3M | -11.7% | -38.1% | +26.4% | -8.0% |
| 6M | +16.2% | -55.4% | +71.6% | +23.5% |
| YTD | +27.0% | -0.4% | +27.4% | +27.3% |
| 1Y | +10.1% | +25.4% | -15.3% | +8.5% |
| 3Y | +46.2% | +907.8% | -861.6% | +26.7% |
| 5Y | +121.4% | +440.2% | -318.7% | +104.6% |
| All | +121.4% | +441.7% | -320.2% | +104.6% |
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