-68.4%
FLNC vs ACM
-46.6%
-21.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.9% | +7.2% | +9.2% |
| 7D | -2.1% | +9.5% | -11.6% | -4.9% |
| 30D | -20.8% | +14.7% | -35.5% | -24.1% |
| 3M | -61.3% | -9.5% | -51.8% | -60.1% |
| 6M | -50.9% | -18.0% | -32.8% | -49.3% |
| YTD | -69.4% | -27.3% | -42.1% | -68.0% |
| 1Y | -68.4% | -47.0% | -21.4% | -60.6% |
| All | -68.4% | -46.6% | -21.8% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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