-71.6%
FLNC vs ALM
+890.6%
-962.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +3.3% |
| 7D | -4.1% | -11.8% | +7.8% | -2.5% |
| 30D | -24.8% | +7.8% | -32.6% | -25.6% |
| 3M | -59.1% | -9.3% | -49.8% | -58.8% |
| 6M | -42.0% | -30.5% | -11.5% | -40.6% |
| YTD | -49.8% | +75.8% | -125.6% | -53.0% |
| 1Y | +43.1% | +241.2% | -198.1% | +27.5% |
| 3Y | -61.0% | +1,872.6% | -1,933.6% | -70.9% |
| All | -71.6% | +890.6% | -962.2% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling