+311.3%
ARM vs FLNC
-56.6%
+367.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.7% | -2.9% | +2.3% |
| 7D | +11.4% | +6.0% | +5.4% | +10.0% |
| 30D | -7.4% | -16.3% | +8.9% | -3.9% |
| 3M | -24.5% | -54.1% | +29.6% | -11.5% |
| 6M | +128.7% | -25.3% | +154.0% | +135.5% |
| YTD | +139.3% | -44.2% | +183.4% | +149.9% |
| 1Y | +88.0% | +53.1% | +34.8% | +47.3% |
| All | +311.3% | -56.6% | +367.9% | +281.2% |
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