-10.8%
AWK vs FLNC
-69.8%
+59.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | 0.0% |
| 7D | +0.6% | -4.2% | +4.8% | +0.6% |
| 30D | +4.3% | -20.0% | +24.3% | +4.5% |
| 3M | +12.5% | -56.9% | +69.4% | +13.4% |
| 6M | +3.3% | -35.5% | +38.8% | +2.8% |
| YTD | +9.8% | -48.8% | +58.6% | +9.4% |
| 1Y | +2.9% | +49.3% | -46.4% | -2.1% |
| 3Y | +9.6% | -61.8% | +71.4% | +8.2% |
| All | -10.8% | -69.8% | +59.0% | -15.5% |
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