-12.5%
AWK vs FLNC
-70.4%
+57.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | -2.1% | -4.1% | +1.9% | -2.1% |
| 30D | +2.1% | -24.8% | +26.8% | +2.3% |
| 3M | +11.4% | -59.1% | +70.5% | +12.3% |
| 6M | +3.9% | -42.0% | +45.9% | +3.6% |
| YTD | +7.7% | -49.8% | +57.5% | +7.3% |
| 1Y | +1.3% | +43.1% | -41.8% | -3.5% |
| 3Y | +7.2% | -61.0% | +68.1% | +5.6% |
| All | -12.5% | -70.4% | +57.8% | -17.1% |
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