+121.0%
ASML vs FLNC
-69.1%
+190.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | +1.1% | -4.9% | +6.0% | +2.0% |
| 30D | +2.2% | -27.3% | +29.5% | +7.8% |
| 3M | -2.3% | -61.9% | +59.6% | +14.4% |
| 6M | +23.0% | -34.5% | +57.5% | +26.3% |
| YTD | +61.1% | -47.7% | +108.7% | +67.9% |
| 1Y | +129.1% | +53.3% | +75.8% | +87.2% |
| 3Y | +165.4% | -62.4% | +227.8% | +147.3% |
| All | +121.0% | -69.1% | +190.1% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling