-68.5%
FLNC vs ALM
+1,122.7%
-1,191.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.8% | -2.2% | +5.5% |
| 7D | +6.0% | +8.4% | -2.5% | +4.9% |
| 30D | -16.3% | +34.8% | -51.2% | -19.6% |
| 3M | -54.1% | +16.2% | -70.4% | -55.2% |
| 6M | -25.3% | +2.1% | -27.4% | -26.8% |
| YTD | -44.2% | +117.0% | -161.2% | -49.2% |
| 1Y | +53.1% | +313.9% | -260.7% | +33.0% |
| 3Y | -58.3% | +2,327.9% | -2,386.2% | -69.7% |
| All | -68.5% | +1,122.7% | -1,191.2% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling