-26.9%
FLNC vs AMDL
+95.0%
-121.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -1.4% |
| 7D | -4.9% | +4.5% | -9.4% | -6.3% |
| 30D | -27.3% | -4.4% | -22.9% | -26.8% |
| 3M | -61.9% | -30.5% | -31.4% | -58.8% |
| 6M | -34.5% | +300.9% | -335.4% | -60.8% |
| YTD | -47.7% | +219.9% | -267.6% | -67.4% |
| 1Y | +53.3% | +374.7% | -321.4% | -15.5% |
| All | -26.9% | +95.0% | -121.9% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling