-72.3%
FLNC vs ABCL
-32.0%
-40.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.1% | -1.9% |
| 7D | -5.0% | -9.6% | +4.6% | -0.6% |
| 30D | -26.1% | +7.2% | -33.3% | -28.9% |
| 3M | -55.2% | +105.5% | -160.7% | -70.3% |
| 6M | -42.6% | +193.0% | -235.6% | -67.8% |
| YTD | -51.0% | +205.8% | -256.9% | -73.3% |
| 1Y | +43.3% | +144.4% | -101.0% | -12.1% |
| 3Y | -63.4% | +93.3% | -156.8% | -77.4% |
| All | -72.3% | -32.0% | -40.3% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling