+248.4%
AMAT vs FLNC
-69.1%
+317.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.0% |
| 7D | -1.5% | -4.9% | +3.4% | -0.6% |
| 30D | -14.8% | -27.3% | +12.5% | -9.7% |
| 3M | -9.3% | -61.9% | +52.6% | +7.8% |
| 6M | +27.4% | -34.5% | +61.9% | +32.1% |
| YTD | +77.6% | -47.7% | +125.2% | +87.1% |
| 1Y | +188.9% | +53.3% | +135.6% | +140.1% |
| 3Y | +202.3% | -62.4% | +264.7% | +184.1% |
| All | +248.4% | -69.1% | +317.5% | +184.5% |
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