-70.4%
FLNC vs ALK
-20.4%
-50.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +0.5% |
| 7D | -4.9% | -0.7% | -4.2% | -4.5% |
| 30D | -27.3% | -19.2% | -8.0% | -17.2% |
| 3M | -61.9% | -1.5% | -60.4% | -61.6% |
| 6M | -34.5% | -13.1% | -21.4% | -30.7% |
| YTD | -47.7% | -16.4% | -31.3% | -43.2% |
| 1Y | +53.3% | -33.1% | +86.4% | +89.1% |
| 3Y | -62.4% | +0.6% | -63.0% | -71.1% |
| All | -70.4% | -20.4% | -50.1% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling