-73.7%
FLNC vs AS
+142.2%
-215.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.7% | +1.1% |
| 7D | +3.6% | +5.8% | -2.2% | +1.4% |
| 30D | -27.3% | +15.4% | -42.7% | -31.8% |
| 3M | -59.1% | -11.9% | -47.2% | -57.0% |
| 6M | -77.6% | -9.9% | -67.7% | -76.7% |
| YTD | -72.7% | -13.1% | -59.6% | -71.5% |
| 1Y | -74.0% | +9.9% | -83.9% | -75.5% |
| All | -73.7% | +142.2% | -215.9% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling