-6.9%
ADP vs FLNC
+46.9%
-53.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +1.0% |
| 7D | -2.8% | -4.1% | +1.3% | -2.8% |
| 30D | +0.2% | -24.8% | +25.0% | -0.2% |
| 3M | +20.5% | -59.1% | +79.6% | +20.0% |
| 6M | +28.8% | -42.0% | +70.7% | +28.0% |
| YTD | +6.6% | -49.8% | +56.4% | +6.2% |
| 1Y | -6.9% | +43.1% | -50.0% | -7.5% |
| All | -6.9% | +46.9% | -53.8% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling