-46.6%
ACN vs FLNC
-69.8%
+23.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.5% | -1.4% |
| 7D | -6.3% | -4.2% | -2.2% | -6.2% |
| 30D | -1.4% | -20.0% | +18.6% | -0.3% |
| 3M | +2.6% | -56.9% | +59.4% | +6.5% |
| 6M | -14.3% | -35.5% | +21.2% | -14.7% |
| YTD | -33.1% | -48.8% | +15.7% | -33.1% |
| 1Y | -28.8% | +49.3% | -78.1% | -36.3% |
| 3Y | -43.0% | -61.8% | +18.8% | -46.5% |
| All | -46.6% | -69.8% | +23.2% | -52.4% |
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