-60.2%
FLNC vs ALK
+1.1%
-61.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -7.9% |
| 7D | -4.2% | -3.0% | -1.2% | -3.0% |
| 30D | -20.0% | -14.6% | -5.4% | -14.4% |
| 3M | -56.9% | -10.6% | -46.3% | -54.6% |
| 6M | -35.5% | -6.7% | -28.8% | -34.5% |
| YTD | -48.8% | -19.8% | -29.1% | -44.5% |
| 1Y | +49.3% | -35.2% | +84.5% | +74.0% |
| All | -60.2% | +1.1% | -61.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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