+315.5%
ARM vs FLNC
-60.2%
+375.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.4% | +2.8% |
| 7D | +12.5% | -4.2% | +16.7% | +13.4% |
| 30D | -1.4% | -20.0% | +18.6% | +3.3% |
| 3M | -18.7% | -56.9% | +38.2% | -3.5% |
| 6M | +124.6% | -35.5% | +160.2% | +138.2% |
| YTD | +141.7% | -48.8% | +190.6% | +157.0% |
| 1Y | +87.7% | +49.3% | +38.4% | +47.5% |
| All | +315.5% | -60.2% | +375.7% | +291.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling