-75.3%
FLNC vs AS
+131.9%
-207.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.5% |
| 7D | -16.2% | -3.0% | -13.1% | -14.9% |
| 30D | -28.1% | +9.6% | -37.7% | -31.0% |
| 3M | -61.3% | -8.2% | -53.1% | -59.9% |
| 6M | -79.9% | -9.9% | -70.0% | -79.0% |
| YTD | -74.3% | -16.8% | -57.5% | -72.6% |
| 1Y | -75.5% | +3.0% | -78.5% | -76.3% |
| All | -75.3% | +131.9% | -207.2% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling