-68.4%
FLNC vs ALM
+44.8%
-113.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.2% | +9.0% | +9.9% |
| 7D | -2.1% | -6.4% | +4.3% | -0.2% |
| 30D | -20.8% | -35.0% | +14.2% | -11.2% |
| 3M | -61.3% | -33.8% | -27.5% | -57.3% |
| 6M | -50.9% | -55.0% | +4.2% | -41.9% |
| YTD | -69.4% | -0.2% | -69.1% | -69.1% |
| 1Y | -68.4% | +41.8% | -110.2% | -73.0% |
| All | -68.4% | +44.8% | -113.2% | -73.0% |
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