+230.9%
APP vs FLNC
-70.4%
+301.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.5% |
| 7D | +1.1% | -4.1% | +5.1% | +1.7% |
| 30D | +6.6% | -24.8% | +31.4% | +12.6% |
| 3M | -32.3% | -59.1% | +26.8% | -20.0% |
| 6M | -29.8% | -42.0% | +12.2% | -27.9% |
| YTD | -51.9% | -49.8% | -2.1% | -50.6% |
| 1Y | -43.3% | +43.1% | -86.4% | -57.5% |
| 3Y | +664.1% | -61.0% | +725.0% | +557.1% |
| All | +230.9% | -70.4% | +301.3% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling