-71.6%
FLNC vs ACM
-0.9%
-70.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.5% |
| 7D | -4.1% | -4.6% | +0.5% | +0.7% |
| 30D | -24.8% | +4.1% | -28.9% | -28.5% |
| 3M | -59.1% | -8.3% | -50.8% | -57.5% |
| 6M | -42.0% | -30.1% | -11.9% | -18.8% |
| YTD | -49.8% | -32.6% | -17.2% | -31.0% |
| 1Y | +43.1% | -49.6% | +92.7% | +186.9% |
| 3Y | -61.0% | -23.0% | -37.9% | -56.8% |
| All | -71.6% | -0.9% | -70.7% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling