+32.2%
ADP vs FLNC
-69.8%
+102.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | -0.8% |
| 7D | -5.7% | -4.2% | -1.5% | -5.6% |
| 30D | -3.1% | -20.0% | +16.9% | -2.4% |
| 3M | +15.6% | -56.9% | +72.5% | +18.6% |
| 6M | +20.8% | -35.5% | +56.3% | +20.6% |
| YTD | +4.7% | -48.8% | +53.6% | +4.8% |
| 1Y | -8.3% | +49.3% | -57.6% | -14.7% |
| 3Y | +13.6% | -61.8% | +75.3% | +9.1% |
| All | +32.2% | -69.8% | +102.0% | +21.9% |
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