+334.6%
APH vs FLNC
-85.9%
+420.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | +1.1% |
| 7D | +11.1% | -7.1% | +18.2% | +12.0% |
| 30D | -7.3% | -30.2% | +22.9% | -3.8% |
| 3M | -6.2% | -64.1% | +58.0% | +4.1% |
| 6M | +24.9% | -77.7% | +102.7% | +43.2% |
| YTD | +18.4% | -76.1% | +94.5% | +30.4% |
| 1Y | +13.0% | -75.4% | +88.3% | +23.3% |
| 3Y | +276.4% | -72.4% | +348.8% | +261.5% |
| 5Y | +296.4% | -87.4% | +383.8% | +283.0% |
| All | +334.6% | -85.9% | +420.5% | +317.7% |
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 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