+86.1%
AXP vs FLNC
-87.7%
+173.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -0.1% | -11.2% | +11.1% | +0.8% |
| 30D | +4.4% | -24.6% | +29.1% | +6.6% |
| 3M | -6.4% | -64.6% | +58.2% | +1.4% |
| 6M | +4.2% | -78.8% | +83.0% | +15.8% |
| YTD | -12.4% | -76.3% | +64.0% | -6.3% |
| 1Y | -11.1% | -71.2% | +60.1% | -7.4% |
| 3Y | +114.9% | -71.9% | +186.8% | +97.3% |
| All | +86.1% | -87.7% | +173.9% | +76.6% |
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 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