+61.6%
AZO vs FLNC
-70.4%
+132.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -0.2% |
| 7D | -3.6% | -4.1% | +0.5% | -3.5% |
| 30D | -5.6% | -24.8% | +19.2% | -5.4% |
| 3M | -6.6% | -59.1% | +52.5% | -6.0% |
| 6M | -22.5% | -42.0% | +19.5% | -22.6% |
| YTD | -15.2% | -49.8% | +34.6% | -15.1% |
| 1Y | -33.9% | +43.1% | -77.0% | -35.2% |
| 3Y | +11.8% | -61.0% | +72.8% | +11.0% |
| All | +61.6% | -70.4% | +132.0% | +57.0% |
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