+22.0%
ADM vs FLNC
-63.7%
+85.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.5% |
| 7D | +3.0% | -5.0% | +8.0% | +3.1% |
| 30D | +8.7% | -26.1% | +34.8% | +9.7% |
| 3M | +7.6% | -55.2% | +62.8% | +10.2% |
| 6M | +26.9% | -42.6% | +69.5% | +27.5% |
| YTD | +54.3% | -51.0% | +105.3% | +55.4% |
| 1Y | +45.7% | +43.3% | +2.3% | +38.4% |
| All | +22.0% | -63.7% | +85.8% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling