-87.6%
FLNC vs ALK
-31.3%
-56.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | -11.2% | -1.2% | -10.0% | -10.6% |
| 30D | -24.6% | +7.7% | -32.3% | -28.3% |
| 3M | -64.6% | -19.0% | -45.6% | -60.1% |
| 6M | -78.8% | -0.2% | -78.6% | -79.2% |
| YTD | -76.3% | -23.5% | -52.8% | -73.1% |
| 1Y | -71.2% | -9.1% | -62.1% | -70.4% |
| 3Y | -71.9% | +12.0% | -83.9% | -81.8% |
| All | -87.6% | -31.3% | -56.2% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling