+35.5%
APA vs FLNC
-24.2%
+59.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.7% | -4.8% | +2.3% |
| 7D | -1.7% | +6.0% | -7.6% | -1.3% |
| 30D | +15.7% | -16.3% | +32.1% | +14.4% |
| 3M | +16.5% | -54.1% | +70.6% | +12.6% |
| All | +35.5% | -24.2% | +59.7% | +44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling