+183.9%
AMAT vs FLNC
-86.0%
+269.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.5% |
| 7D | +11.4% | -11.2% | +22.6% | +13.9% |
| 30D | -17.0% | -24.6% | +7.6% | -12.5% |
| 3M | -30.6% | -64.6% | +34.0% | -16.2% |
| 6M | -14.9% | -78.8% | +63.9% | +10.8% |
| YTD | +44.7% | -76.3% | +121.0% | +76.1% |
| 1Y | +66.9% | -71.2% | +138.1% | +94.1% |
| 3Y | +153.3% | -71.9% | +225.2% | +148.9% |
| 5Y | +146.2% | -87.5% | +233.8% | +134.5% |
| All | +183.9% | -86.0% | +269.9% | +167.9% |
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