+3,671.6%
ABT vs FLEX
+7,523.3%
-3,851.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | +2.5% | -10.1% | +12.6% | +3.2% |
| 3M | +20.2% | -31.3% | +51.5% | +22.7% |
| 6M | -2.9% | +71.3% | -74.2% | -8.4% |
| YTD | -11.9% | +81.2% | -93.2% | -17.4% |
| 1Y | -16.5% | +98.5% | -115.0% | -22.5% |
| 3Y | +12.1% | +428.2% | -416.1% | -5.1% |
| 5Y | -7.4% | +657.3% | -664.7% | -24.3% |
| 10Y | +210.7% | +995.9% | -785.2% | +140.3% |
| All | +3,671.6% | +7,523.3% | -3,851.7% | +2,286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling