+76.0%
ARES vs FLNC
-71.1%
+147.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.5% | -2.2% |
| 7D | -7.7% | -5.0% | -2.7% | -7.1% |
| 30D | -8.7% | -26.1% | +17.4% | -4.9% |
| 3M | +2.8% | -55.2% | +58.0% | +13.9% |
| 6M | +23.1% | -42.6% | +65.7% | +26.5% |
| YTD | -17.3% | -51.0% | +33.8% | -14.2% |
| 1Y | -24.3% | +43.3% | -67.6% | -36.6% |
| 3Y | +34.9% | -63.4% | +98.3% | +24.8% |
| All | +76.0% | -71.1% | +147.1% | +47.3% |
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