-71.6%
FLNC vs ALHC
-35.8%
-35.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | -4.1% | -6.9% | +2.8% | -2.5% |
| 30D | -24.8% | -6.7% | -18.0% | -23.7% |
| 3M | -59.1% | -37.7% | -21.4% | -55.1% |
| 6M | -42.0% | -30.0% | -12.0% | -40.3% |
| YTD | -49.8% | -36.2% | -13.6% | -47.0% |
| 1Y | +43.1% | -22.9% | +66.0% | +42.6% |
| 3Y | -61.0% | +138.4% | -199.3% | -78.0% |
| All | -71.6% | -35.8% | -35.8% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling