-49.6%
FLNC vs AS
+120.4%
-170.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | -0.1% |
| 7D | -4.9% | -4.9% | 0.0% | -2.8% |
| 30D | -27.3% | -19.6% | -7.7% | -20.3% |
| 3M | -61.9% | -14.4% | -47.5% | -59.4% |
| 6M | -34.5% | -20.1% | -14.4% | -28.6% |
| YTD | -47.7% | -20.9% | -26.7% | -43.0% |
| 1Y | +53.3% | -21.9% | +75.2% | +66.7% |
| All | -49.6% | +120.4% | -170.0% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling