-31.5%
FLNC vs AMDL
+115.6%
-147.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.7% | +2.4% | -2.1% |
| 7D | -5.0% | +20.7% | -25.7% | -10.8% |
| 30D | -26.1% | +9.4% | -35.5% | -28.9% |
| 3M | -55.2% | +5.6% | -60.8% | -57.4% |
| 6M | -42.6% | +340.3% | -382.9% | -66.7% |
| YTD | -51.0% | +253.6% | -304.6% | -70.5% |
| 1Y | +43.3% | +443.4% | -400.0% | -23.7% |
| All | -31.5% | +115.6% | -147.1% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling