+20.7%
ABT vs FLEX
+281.5%
-260.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.0% |
| 7D | -1.3% | +7.5% | -8.7% | -0.9% |
| 30D | +6.0% | -25.3% | +31.3% | +4.9% |
| 3M | -1.9% | -39.7% | +37.8% | -3.7% |
| 6M | +31.2% | -47.9% | +79.0% | +28.6% |
| YTD | -11.2% | +24.1% | -35.3% | -13.7% |
| 1Y | -14.0% | +26.0% | -39.9% | -16.4% |
| 3Y | +20.7% | +282.7% | -262.0% | +10.1% |
| All | +20.7% | +281.5% | -260.8% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling