-61.9%
FLNC vs ALM
+1,934.4%
-1,996.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.6% | +5.4% | -2.9% |
| 7D | -5.0% | -7.1% | +2.1% | -4.0% |
| 30D | -26.1% | +24.7% | -50.8% | -28.4% |
| 3M | -55.2% | +8.3% | -63.5% | -55.8% |
| 6M | -42.6% | -22.2% | -20.4% | -42.0% |
| YTD | -51.0% | +88.1% | -139.1% | -54.6% |
| 1Y | +43.3% | +272.4% | -229.0% | +27.0% |
| All | -61.9% | +1,934.4% | -1,996.3% | -70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling