+850.7%
APP vs FLNC
-72.1%
+922.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.1% | -2.0% |
| 7D | +10.6% | -7.1% | +17.6% | +11.5% |
| 30D | +44.6% | -30.2% | +74.7% | +49.8% |
| 3M | +29.6% | -64.1% | +93.7% | +44.8% |
| 6M | -19.8% | -77.7% | +58.0% | -7.2% |
| YTD | -41.6% | -76.1% | +34.5% | -35.3% |
| 1Y | -32.7% | -75.4% | +42.7% | -26.0% |
| All | +850.7% | -72.1% | +922.8% | +790.6% |
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 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