+299.7%
ARM vs FLNC
-61.9%
+361.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -2.9% |
| 7D | +4.8% | -5.0% | +9.8% | +5.8% |
| 30D | -5.5% | -26.1% | +20.6% | +0.7% |
| 3M | -17.3% | -55.2% | +37.9% | -2.5% |
| 6M | +110.9% | -42.6% | +153.4% | +129.0% |
| YTD | +132.5% | -51.0% | +183.5% | +149.5% |
| 1Y | +64.9% | +43.3% | +21.6% | +30.8% |
| All | +299.7% | -61.9% | +361.6% | +280.6% |
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