-12.4%
ABT vs FLNC
-70.4%
+58.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -1.4% |
| 7D | -5.9% | -4.1% | -1.8% | -5.8% |
| 30D | -8.1% | -24.8% | +16.7% | -7.6% |
| 3M | +14.5% | -59.1% | +73.6% | +16.4% |
| 6M | -6.3% | -42.0% | +35.7% | -6.3% |
| YTD | -17.1% | -49.8% | +32.7% | -17.3% |
| 1Y | -21.4% | +43.1% | -64.5% | -25.4% |
| 3Y | +5.9% | -61.0% | +66.9% | +3.0% |
| All | -12.4% | -70.4% | +58.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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