-46.3%
FLNC vs AS
+114.1%
-160.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.8% | +9.5% | +7.9% |
| 7D | +6.0% | -2.6% | +8.6% | +7.0% |
| 30D | -16.3% | -22.1% | +5.8% | -7.2% |
| 3M | -54.1% | -15.3% | -38.8% | -51.1% |
| 6M | -25.3% | -15.6% | -9.7% | -20.6% |
| YTD | -44.2% | -23.2% | -21.0% | -38.5% |
| 1Y | +53.1% | -21.7% | +74.8% | +66.3% |
| All | -46.3% | +114.1% | -160.4% | -62.9% |
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