-31.4%
ALB vs FLNC
-63.7%
+32.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.2% |
| 7D | -7.6% | -5.0% | -2.6% | -6.7% |
| 30D | -5.6% | -26.1% | +20.5% | 0.0% |
| 3M | -16.8% | -55.2% | +38.3% | -3.7% |
| 6M | -26.3% | -42.6% | +16.3% | -23.9% |
| YTD | -13.2% | -51.0% | +37.8% | -10.4% |
| 1Y | +68.8% | +43.3% | +25.5% | +22.2% |
| All | -31.4% | -63.7% | +32.4% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling