+42.4%
AFRM vs FLNC
-29.0%
+71.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.8% |
| 7D | -7.0% | -4.9% | -2.1% | -6.5% |
| 30D | -7.8% | -27.3% | +19.5% | -5.4% |
| 3M | +5.3% | -61.9% | +67.2% | +10.8% |
| All | +42.4% | -29.0% | +71.4% | +49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling