+15.9%
FLR vs ALM
-59.4%
+75.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +6.3% | -7.2% | +13.5% | +8.5% |
| 30D | +1.8% | -26.4% | +28.2% | +10.6% |
| 3M | -4.4% | -38.6% | +34.2% | +6.6% |
| 6M | +15.9% | -61.0% | +76.9% | +44.3% |
| All | +15.9% | -59.4% | +75.2% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling