-55.3%
AFRM vs FLNC
-69.1%
+13.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | -7.0% | -4.9% | -2.1% | -5.4% |
| 30D | -7.8% | -27.3% | +19.5% | +2.2% |
| 3M | +5.3% | -61.9% | +67.2% | +40.9% |
| 6M | +42.6% | -34.5% | +77.1% | +39.6% |
| YTD | -2.8% | -47.7% | +44.9% | -3.0% |
| 1Y | -19.3% | +53.3% | -72.6% | -57.0% |
| 3Y | +231.0% | -62.4% | +293.4% | +149.4% |
| All | -55.3% | -69.1% | +13.8% | -73.5% |
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 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