-71.9%
FLNC vs ALK
+13.2%
-85.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -11.2% | -1.2% | -10.0% | -10.7% |
| 30D | -24.6% | +7.7% | -32.3% | -27.0% |
| 3M | -64.6% | -19.0% | -45.6% | -61.5% |
| 6M | -78.8% | -0.2% | -78.6% | -78.8% |
| YTD | -76.3% | -23.5% | -52.8% | -74.0% |
| 1Y | -71.2% | -9.1% | -62.1% | -69.9% |
| 3Y | -71.9% | +12.0% | -83.9% | -75.1% |
| All | -71.9% | +13.2% | -85.1% | -75.1% |
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