-42.0%
FLNC vs ALM
-25.6%
-16.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.5% | +9.0% | +4.3% |
| 7D | -4.1% | -11.8% | +7.8% | -0.6% |
| 30D | -24.8% | +7.8% | -32.6% | -26.6% |
| 3M | -59.1% | -9.3% | -49.8% | -58.7% |
| 6M | -42.0% | -30.5% | -11.5% | -40.5% |
| All | -42.0% | -25.6% | -16.4% | -40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling