+65.2%
ALAB vs FLEX
+102.8%
-37.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.3% | +8.7% |
| 7D | +7.2% | -0.9% | +8.1% | +8.0% |
| 30D | -2.5% | -10.1% | +7.6% | +4.7% |
| 3M | -13.3% | -31.3% | +18.0% | +10.3% |
| 6M | +172.8% | +71.3% | +101.6% | +81.2% |
| YTD | +86.6% | +81.2% | +5.3% | +18.9% |
| 1Y | +65.2% | +98.5% | -33.3% | -4.4% |
| All | +65.2% | +102.8% | -37.7% | -4.4% |
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