+41.9%
AZN vs FLNC
-70.4%
+112.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | +0.3% |
| 7D | -1.6% | -4.1% | +2.5% | -1.5% |
| 30D | +1.1% | -24.8% | +25.8% | +1.6% |
| 3M | -12.1% | -59.1% | +47.0% | -10.5% |
| 6M | -17.1% | -42.0% | +24.8% | -17.2% |
| YTD | -12.0% | -49.8% | +37.8% | -12.2% |
| 1Y | -0.2% | +43.1% | -43.3% | -5.8% |
| 3Y | +26.8% | -61.0% | +87.7% | +22.6% |
| All | +41.9% | -70.4% | +112.3% | +27.0% |
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