+53.3%
FLNC vs ALM
+318.3%
-265.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | -4.9% | -2.6% | -2.3% | -4.2% |
| 30D | -27.3% | +32.0% | -59.3% | -33.0% |
| 3M | -61.9% | -15.0% | -46.8% | -61.2% |
| 6M | -34.5% | -10.1% | -24.4% | -35.7% |
| YTD | -47.7% | +99.4% | -147.1% | -57.3% |
| 1Y | +53.3% | +316.4% | -263.0% | +56.5% |
| All | +53.3% | +318.3% | -265.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling