-29.6%
AMT vs FLNC
-71.1%
+41.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.9% | -1.2% |
| 7D | -2.7% | -5.0% | +2.3% | -2.5% |
| 30D | +2.0% | -26.1% | +28.1% | +3.3% |
| 3M | -9.3% | -55.2% | +45.9% | -6.4% |
| 6M | -5.2% | -42.6% | +37.4% | -4.9% |
| YTD | +0.5% | -51.0% | +51.5% | +0.9% |
| 1Y | -7.3% | +43.3% | -50.6% | -14.8% |
| 3Y | +6.2% | -63.4% | +69.6% | +3.3% |
| All | -29.6% | -71.1% | +41.5% | -33.4% |
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