+54.1%
ADM vs FLNC
-70.4%
+124.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | +2.5% | -4.1% | +6.6% | +2.6% |
| 30D | +9.5% | -24.8% | +34.2% | +10.5% |
| 3M | +10.6% | -59.1% | +69.7% | +14.0% |
| 6M | +24.0% | -42.0% | +66.0% | +24.7% |
| YTD | +54.0% | -49.8% | +103.8% | +55.0% |
| 1Y | +45.3% | +43.1% | +2.2% | +38.0% |
| 3Y | +21.8% | -61.0% | +82.7% | +17.7% |
| All | +54.1% | -70.4% | +124.4% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling