+8.6%
ALB vs FLNC
-69.0%
+77.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.2% | -4.9% | +4.3% |
| 7D | -2.1% | -2.1% | 0.0% | -1.9% |
| 30D | -9.0% | -20.8% | +11.8% | -7.2% |
| 3M | -21.1% | -61.3% | +40.2% | -14.5% |
| 6M | -49.9% | -50.9% | +1.0% | -48.0% |
| YTD | -32.3% | -69.4% | +37.1% | -25.2% |
| 1Y | +8.6% | -68.4% | +77.0% | +20.0% |
| All | +8.6% | -69.0% | +77.6% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling