-68.5%
FLNC vs ACM
+3.0%
-71.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +7.5% |
| 7D | +6.0% | -0.3% | +6.2% | +6.2% |
| 30D | -16.3% | -12.9% | -3.4% | -6.1% |
| 3M | -54.1% | -6.4% | -47.8% | -53.1% |
| 6M | -25.3% | -29.2% | +3.9% | +3.1% |
| YTD | -44.2% | -29.9% | -14.2% | -26.4% |
| 1Y | +53.1% | -47.3% | +100.4% | +192.6% |
| 3Y | -58.3% | -19.6% | -38.7% | -56.0% |
| All | -68.5% | +3.0% | -71.5% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling