-68.4%
FLNC vs ABCL
+138.2%
-206.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +0.8% | +9.4% | +9.9% |
| 7D | -2.1% | -10.0% | +7.9% | +1.8% |
| 30D | -20.8% | -10.9% | -9.9% | -17.5% |
| 3M | -61.3% | +101.6% | -163.0% | -72.6% |
| 6M | -50.9% | +167.5% | -218.4% | -70.9% |
| YTD | -69.4% | +259.1% | -328.4% | -85.0% |
| 1Y | -68.4% | +152.2% | -220.6% | -81.2% |
| All | -68.4% | +138.2% | -206.6% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling