+43.1%
FLNC vs ADVB
-14.7%
+57.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.5% | +9.9% | +1.9% |
| 7D | -4.1% | -12.3% | +8.2% | -5.0% |
| 30D | -24.8% | +7.8% | -32.5% | -24.1% |
| 3M | -59.1% | +104.2% | -163.3% | -52.8% |
| 6M | -42.0% | +58.1% | -100.1% | -33.1% |
| YTD | -49.8% | +40.2% | -90.0% | -43.1% |
| 1Y | +43.1% | -16.1% | +59.2% | +51.3% |
| All | +43.1% | -14.7% | +57.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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