-59.8%
AFRM vs FLNC
-86.0%
+26.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -4.4% | -11.2% | +6.8% | -0.7% |
| 30D | -7.7% | -24.6% | +17.0% | +0.4% |
| 3M | -16.9% | -64.6% | +47.7% | +14.7% |
| 6M | +2.5% | -78.8% | +81.3% | +55.6% |
| YTD | -12.5% | -76.3% | +63.8% | +11.2% |
| 1Y | -11.0% | -71.2% | +60.2% | +0.9% |
| 3Y | +184.6% | -71.9% | +256.5% | +100.8% |
| 5Y | -56.3% | -87.5% | +31.2% | -65.7% |
| All | -59.8% | -86.0% | +26.2% | -69.6% |
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