+11.4%
APD vs FLNC
-67.0%
+78.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.8% | -1.5% |
| 7D | -2.5% | +6.0% | -8.4% | -2.8% |
| 30D | -1.9% | -16.3% | +14.4% | -1.0% |
| 3M | +8.2% | -54.1% | +62.4% | +12.3% |
| 6M | +10.7% | -25.3% | +36.1% | +9.8% |
| YTD | +22.9% | -44.2% | +67.1% | +22.9% |
| 1Y | +5.8% | +53.1% | -47.3% | -4.5% |
| 3Y | +7.8% | -58.3% | +66.1% | +1.4% |
| All | +11.4% | -67.0% | +78.4% | -3.6% |
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