-10.0%
FLR vs ALM
+3,289.7%
-3,299.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.1% |
| 7D | +10.1% | -4.0% | +14.1% | +10.1% |
| 30D | -0.5% | -30.5% | +30.0% | -0.3% |
| 3M | -4.8% | -46.9% | +42.1% | -4.5% |
| 6M | +10.7% | -65.5% | +76.2% | +11.3% |
| YTD | +25.0% | -13.4% | +38.3% | +25.0% |
| 1Y | +8.3% | +9.8% | -1.5% | +8.2% |
| 3Y | +36.8% | +783.1% | -746.3% | +35.5% |
| 5Y | +121.8% | +378.3% | -256.5% | +119.8% |
| 10Y | +9.2% | +1,942.8% | -1,933.7% | +8.0% |
| All | -10.0% | +3,289.7% | -3,299.7% | -10.6% |
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 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