+2.1%
FLR vs ALM
+7,705.7%
-7,703.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.3% |
| 7D | +5.4% | -2.6% | +8.0% | +5.4% |
| 30D | +11.4% | +32.0% | -20.6% | +11.2% |
| 3M | +11.4% | -15.0% | +26.4% | +11.5% |
| 6M | +16.6% | -10.1% | +26.8% | +16.6% |
| YTD | +41.7% | +99.4% | -57.7% | +41.2% |
| 1Y | +35.4% | +316.4% | -280.9% | +34.5% |
| 3Y | +57.3% | +2,022.0% | -1,964.7% | +55.0% |
| 5Y | +241.0% | +941.2% | -700.2% | +236.5% |
| 10Y | +16.6% | +2,950.3% | -2,933.7% | +14.9% |
| All | +2.1% | +7,705.7% | -7,703.7% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling