-58.0%
AFRM vs FLNC
-71.1%
+13.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.2% |
| 7D | -8.5% | -5.0% | -3.5% | -7.1% |
| 30D | -11.4% | -26.1% | +14.7% | -2.3% |
| 3M | +8.2% | -55.2% | +63.4% | +37.4% |
| 6M | +36.6% | -42.6% | +79.2% | +40.6% |
| YTD | -8.7% | -51.0% | +42.4% | -7.0% |
| 1Y | -19.9% | +43.3% | -63.2% | -56.0% |
| 3Y | +202.6% | -63.4% | +266.0% | +127.2% |
| All | -58.0% | -71.1% | +13.1% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling