+153.2%
AMAT vs FLNC
-87.3%
+240.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -2.3% |
| 7D | +19.3% | -7.1% | +26.4% | +21.0% |
| 30D | -17.9% | -30.2% | +12.2% | -12.2% |
| 3M | -30.4% | -64.1% | +33.7% | -16.1% |
| 6M | -11.4% | -77.7% | +66.3% | +14.3% |
| YTD | +48.8% | -76.1% | +124.8% | +80.7% |
| 1Y | +66.0% | -75.4% | +141.4% | +98.3% |
| 3Y | +158.8% | -72.4% | +231.2% | +155.3% |
| 5Y | +153.2% | -87.4% | +240.6% | +134.0% |
| All | +153.2% | -87.3% | +240.5% | +134.0% |
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 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