-44.2%
ALB vs FLNC
-67.0%
+22.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.2% |
| 7D | -4.4% | +6.0% | -10.4% | -5.6% |
| 30D | -1.2% | -16.3% | +15.2% | +2.3% |
| 3M | -13.3% | -54.1% | +40.8% | +0.7% |
| 6M | -19.8% | -25.3% | +5.5% | -21.8% |
| YTD | -7.9% | -44.2% | +36.3% | -7.2% |
| 1Y | +60.2% | +53.1% | +7.0% | +17.7% |
| 3Y | -26.4% | -58.3% | +31.9% | -36.0% |
| All | -44.2% | -67.0% | +22.8% | -55.9% |
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