-47.5%
ALB vs FLNC
-71.1%
+23.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.1% |
| 7D | -7.6% | -5.0% | -2.6% | -6.7% |
| 30D | -5.6% | -26.1% | +20.5% | +0.4% |
| 3M | -16.8% | -55.2% | +38.3% | -2.9% |
| 6M | -26.3% | -42.6% | +16.3% | -23.7% |
| YTD | -13.2% | -51.0% | +37.8% | -10.1% |
| 1Y | +68.8% | +43.3% | +25.5% | +25.2% |
| 3Y | -30.7% | -63.4% | +32.7% | -38.0% |
| All | -47.5% | -71.1% | +23.6% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling