-71.6%
FLNC vs AGI
+368.5%
-440.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -4.1% | -2.7% | -1.3% | -3.0% |
| 30D | -24.8% | +7.2% | -32.0% | -27.2% |
| 3M | -59.1% | +4.3% | -63.4% | -60.4% |
| 6M | -42.0% | -27.1% | -14.9% | -35.3% |
| YTD | -49.8% | -6.6% | -43.2% | -50.7% |
| 1Y | +43.1% | +9.5% | +33.6% | +32.1% |
| 3Y | -61.0% | +208.4% | -269.4% | -79.7% |
| All | -71.6% | +368.5% | -440.2% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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