+53.3%
FLNC vs ACM
-45.8%
+99.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | -4.9% | -3.7% | -1.1% | -3.2% |
| 30D | -27.3% | -11.1% | -16.2% | -23.1% |
| 3M | -61.9% | -8.0% | -53.9% | -60.4% |
| 6M | -34.5% | -29.7% | -4.8% | -22.7% |
| YTD | -47.7% | -29.4% | -18.3% | -41.0% |
| 1Y | +53.3% | -46.4% | +99.8% | +153.5% |
| All | +53.3% | -45.8% | +99.1% | +153.5% |
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