-16.5%
ABT vs FLEX
+102.8%
-119.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.3% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | +2.5% | -10.1% | +12.6% | +1.7% |
| 3M | +20.2% | -31.3% | +51.5% | +18.0% |
| 6M | -2.9% | +71.3% | -74.2% | -3.7% |
| YTD | -11.9% | +81.2% | -93.2% | -12.0% |
| 1Y | -16.5% | +98.5% | -115.0% | -15.6% |
| All | -16.5% | +102.8% | -119.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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