-60.2%
FLNC vs ABCL
+103.9%
-164.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.9% | -6.9% |
| 7D | -4.2% | -2.7% | -1.4% | -3.0% |
| 30D | -20.0% | +18.3% | -38.3% | -26.2% |
| 3M | -56.9% | +108.5% | -165.4% | -71.4% |
| 6M | -35.5% | +213.9% | -249.5% | -64.8% |
| YTD | -48.8% | +223.1% | -271.9% | -72.7% |
| 1Y | +49.3% | +160.6% | -111.4% | -10.3% |
| All | -60.2% | +103.9% | -164.1% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling