+293.4%
ARM vs FLNC
-70.1%
+363.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.5% | +8.6% | +11.3% |
| 7D | +6.0% | -16.2% | +22.2% | +10.4% |
| 30D | -20.3% | -28.1% | +7.8% | -14.5% |
| 3M | -24.4% | -61.3% | +36.9% | -8.2% |
| 6M | -4.4% | -79.9% | +75.5% | +29.8% |
| YTD | +86.0% | -74.3% | +160.4% | +127.8% |
| 1Y | +35.8% | -75.5% | +111.3% | +65.6% |
| All | +293.4% | -70.1% | +363.5% | +294.6% |
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 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