+54.2%
AJG vs FLNC
-70.4%
+124.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.3% |
| 7D | -8.3% | -4.1% | -4.2% | -8.2% |
| 30D | -5.7% | -24.8% | +19.1% | -5.4% |
| 3M | +9.1% | -59.1% | +68.2% | +10.4% |
| 6M | +15.2% | -42.0% | +57.2% | +15.1% |
| YTD | -6.3% | -49.8% | +43.5% | -6.3% |
| 1Y | -19.1% | +43.1% | -62.2% | -22.1% |
| 3Y | +8.2% | -61.0% | +69.2% | +6.6% |
| All | +54.2% | -70.4% | +124.6% | +49.9% |
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