+270.9%
APH vs FLNC
-72.5%
+343.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.6% |
| 7D | +4.9% | -11.2% | +16.1% | +6.1% |
| 30D | -5.4% | -24.6% | +19.2% | -2.9% |
| 3M | -5.5% | -64.6% | +59.1% | +3.7% |
| 6M | +25.9% | -78.8% | +104.7% | +42.6% |
| YTD | +16.4% | -76.3% | +92.7% | +27.1% |
| 1Y | +16.5% | -71.2% | +87.7% | +24.4% |
| 3Y | +270.9% | -71.9% | +342.7% | +265.1% |
| All | +270.9% | -72.5% | +343.3% | +265.1% |
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 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