-61.9%
FLNC vs ACM
-23.7%
-38.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.5% | -2.9% |
| 7D | -5.0% | -5.9% | +0.9% | -0.4% |
| 30D | -26.1% | -6.2% | -19.9% | -23.2% |
| 3M | -55.2% | -7.9% | -47.3% | -53.9% |
| 6M | -42.6% | -30.6% | -12.0% | -24.5% |
| YTD | -51.0% | -33.3% | -17.7% | -36.5% |
| 1Y | +43.3% | -49.2% | +92.5% | +155.5% |
| All | -61.9% | -23.7% | -38.2% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling