+93.7%
AXP vs FLNC
-85.9%
+179.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -1.0% |
| 7D | -2.1% | -7.1% | +4.9% | -1.6% |
| 30D | +2.7% | -30.2% | +32.8% | +5.4% |
| 3M | -7.3% | -64.1% | +56.9% | +0.3% |
| 6M | +1.8% | -77.7% | +79.5% | +12.7% |
| YTD | -13.1% | -76.1% | +63.0% | -7.2% |
| 1Y | -13.7% | -75.4% | +61.6% | -8.8% |
| 3Y | +113.1% | -72.4% | +185.5% | +96.5% |
| 5Y | +85.9% | -87.4% | +173.3% | +72.6% |
| All | +93.7% | -85.9% | +179.6% | +77.1% |
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 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