-9.4%
ABT vs FLEX
+717.1%
-726.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.2% |
| 7D | -4.7% | +6.4% | -11.1% | -5.0% |
| 30D | -3.1% | -5.9% | +2.7% | -3.0% |
| 3M | +16.1% | -23.5% | +39.6% | +17.1% |
| 6M | -5.3% | +83.7% | -89.1% | -12.8% |
| YTD | -14.4% | +86.5% | -100.9% | -21.5% |
| 1Y | -18.4% | +100.5% | -118.9% | -26.2% |
| 3Y | +11.2% | +469.8% | -458.6% | -20.3% |
| 5Y | -9.4% | +725.7% | -735.0% | -44.2% |
| All | -9.4% | +717.1% | -726.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling