+98.0%
AXP vs FLNC
-69.1%
+167.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -2.1% | -4.9% | +2.8% | -1.7% |
| 30D | -6.5% | -27.3% | +20.7% | -4.1% |
| 3M | +4.6% | -61.9% | +66.5% | +12.5% |
| 6M | +5.4% | -34.5% | +39.9% | +5.4% |
| YTD | -11.1% | -47.7% | +36.6% | -10.5% |
| 1Y | -0.3% | +53.3% | -53.6% | -13.4% |
| 3Y | +111.6% | -62.4% | +174.0% | +96.6% |
| All | +98.0% | -69.1% | +167.1% | +70.7% |
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