-86.6%
FLNC vs ABCL
-25.3%
-61.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.7% |
| 7D | -11.2% | -3.3% | -7.9% | -10.0% |
| 30D | -24.6% | -7.1% | -17.5% | -21.7% |
| 3M | -64.6% | +4.7% | -69.3% | -66.0% |
| 6M | -78.8% | +140.9% | -219.7% | -87.1% |
| YTD | -76.3% | +236.0% | -312.3% | -87.8% |
| 1Y | -71.2% | +217.4% | -288.6% | -84.6% |
| 3Y | -71.9% | +188.7% | -260.6% | -85.7% |
| 5Y | -87.5% | -23.5% | -64.0% | -90.3% |
| All | -86.6% | -25.3% | -61.3% | -89.6% |
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