-70.4%
FLNC vs ALHC
-31.1%
-39.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | -27.3% | -1.0% | -26.2% | -27.2% |
| 3M | -61.9% | -10.2% | -51.7% | -62.0% |
| 6M | -34.5% | -28.3% | -6.2% | -32.7% |
| YTD | -47.7% | -31.4% | -16.2% | -45.7% |
| 1Y | +53.3% | -16.9% | +70.3% | +50.0% |
| 3Y | -62.4% | +135.5% | -197.9% | -78.4% |
| All | -70.4% | -31.1% | -39.4% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling