-86.8%
FLNC vs ABCL
-12.4%
-74.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.3% | -8.8% | -8.9% |
| 7D | -10.7% | +2.3% | -13.0% | -11.2% |
| 30D | -33.9% | -0.7% | -33.2% | -33.3% |
| 3M | -61.2% | +33.4% | -94.6% | -66.5% |
| 6M | -79.7% | +137.8% | -217.5% | -87.5% |
| YTD | -75.2% | +264.3% | -339.5% | -87.7% |
| 1Y | -77.5% | +209.2% | -286.6% | -87.8% |
| 3Y | -71.4% | +208.4% | -279.8% | -85.9% |
| All | -86.8% | -12.4% | -74.4% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling