+9.8%
APD vs FLNC
-71.1%
+80.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.3% |
| 7D | -3.5% | -5.0% | +1.5% | -3.2% |
| 30D | -5.1% | -26.1% | +21.0% | -3.6% |
| 3M | +6.9% | -55.2% | +62.0% | +11.0% |
| 6M | +8.1% | -42.6% | +50.7% | +8.9% |
| YTD | +21.2% | -51.0% | +72.3% | +22.1% |
| 1Y | +4.9% | +43.3% | -38.5% | -5.2% |
| 3Y | +6.3% | -63.4% | +69.7% | +0.7% |
| All | +9.8% | -71.1% | +80.9% | -4.2% |
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