+201.2%
ABT vs FLEX
+1,045.7%
-844.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -1.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -5.8% | -11.8% | +6.0% | -4.6% |
| 3M | +16.7% | -22.6% | +39.3% | +19.0% |
| 6M | -5.2% | +77.3% | -82.6% | -16.2% |
| YTD | -16.0% | +78.8% | -94.7% | -26.1% |
| 1Y | -18.3% | +86.1% | -104.3% | -29.0% |
| 3Y | +9.2% | +446.2% | -437.0% | -25.2% |
| 5Y | -11.6% | +689.7% | -701.2% | -44.9% |
| All | +201.2% | +1,045.7% | -844.5% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling