+227.4%
APP vs FLNC
-69.1%
+296.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.9% |
| 7D | +0.9% | -4.9% | +5.8% | +1.9% |
| 30D | -23.3% | -27.3% | +4.0% | -18.1% |
| 3M | -42.6% | -61.9% | +19.2% | -31.5% |
| 6M | -33.6% | -34.5% | +0.9% | -33.7% |
| YTD | -52.4% | -47.7% | -4.8% | -51.4% |
| 1Y | -35.9% | +53.3% | -89.2% | -52.8% |
| 3Y | +642.2% | -62.4% | +704.6% | +552.0% |
| All | +227.4% | -69.1% | +296.5% | +182.7% |
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