+49.3%
FLNC vs AS
-24.2%
+73.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.2% | -5.1% | -7.1% |
| 7D | -4.2% | -2.8% | -1.4% | -3.2% |
| 30D | -20.0% | -23.2% | +3.2% | -11.7% |
| 3M | -56.9% | -20.1% | -36.8% | -53.2% |
| 6M | -35.5% | -18.5% | -17.0% | -31.2% |
| YTD | -48.8% | -25.6% | -23.2% | -43.9% |
| 1Y | +49.3% | -24.4% | +73.6% | +53.3% |
| All | +49.3% | -24.2% | +73.5% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling