+83.5%
FLNC vs ADVB
-88.9%
+172.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.4% | -4.0% |
| 7D | -5.0% | -5.9% | +0.9% | -5.4% |
| 30D | -26.1% | +13.9% | -40.0% | -25.2% |
| 3M | -55.2% | +127.3% | -182.5% | -49.3% |
| 6M | -42.6% | +77.0% | -119.6% | -34.9% |
| YTD | -51.0% | +51.5% | -102.6% | -45.0% |
| 1Y | +43.3% | -11.3% | +54.7% | +55.6% |
| All | +83.5% | -88.9% | +172.5% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling