+96.8%
AXP vs FLNC
-84.8%
+181.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | -2.9% | -16.2% | +13.3% | -1.6% |
| 30D | +3.7% | -28.1% | +31.9% | +6.2% |
| 3M | -4.9% | -61.3% | +56.4% | +2.2% |
| 6M | +4.1% | -79.9% | +83.9% | +16.1% |
| YTD | -11.7% | -74.3% | +62.6% | -6.2% |
| 1Y | -11.7% | -75.5% | +63.8% | -6.5% |
| 3Y | +116.5% | -70.4% | +186.9% | +98.5% |
| 5Y | +89.5% | -86.4% | +175.9% | +74.6% |
| All | +96.8% | -84.8% | +181.6% | +78.9% |
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 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