-28.5%
AMT vs FLNC
-67.0%
+38.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.7% | -0.4% |
| 7D | -0.2% | +6.0% | -6.1% | -0.4% |
| 30D | +1.8% | -16.3% | +18.2% | +2.6% |
| 3M | -6.2% | -54.1% | +48.0% | -3.3% |
| 6M | -5.0% | -25.3% | +20.3% | -6.0% |
| YTD | +2.1% | -44.2% | +46.2% | +2.0% |
| 1Y | -5.7% | +53.1% | -58.9% | -13.5% |
| 3Y | +7.9% | -58.3% | +66.2% | +4.4% |
| All | -28.5% | -67.0% | +38.5% | -32.7% |
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