+4.8%
APD vs FLNC
-63.7%
+68.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.4% |
| 7D | -3.5% | -5.0% | +1.5% | -3.3% |
| 30D | -5.1% | -26.1% | +21.0% | -4.2% |
| 3M | +6.9% | -55.2% | +62.0% | +9.2% |
| 6M | +8.1% | -42.6% | +50.7% | +8.6% |
| YTD | +21.2% | -51.0% | +72.3% | +21.7% |
| 1Y | +4.9% | +43.3% | -38.5% | -2.8% |
| All | +4.8% | -63.7% | +68.5% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling