+214.2%
ARM vs FLNC
-81.4%
+295.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.0% | -0.2% |
| 7D | +19.8% | -7.1% | +26.9% | +21.8% |
| 30D | -21.8% | -30.2% | +8.4% | -15.4% |
| 3M | -26.5% | -64.1% | +37.6% | -9.0% |
| 6M | -3.9% | -77.7% | +73.8% | +29.8% |
| YTD | +82.8% | -76.1% | +158.8% | +127.8% |
| 1Y | +34.3% | -75.4% | +109.7% | +64.0% |
| 3Y | +282.2% | -72.4% | +354.6% | +265.3% |
| All | +214.2% | -81.4% | +295.6% | +247.4% |
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