+365.7%
ALAB vs FLEX
+326.7%
+39.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.4% | -11.3% | -10.4% |
| 7D | +3.2% | +7.0% | -3.8% | -2.5% |
| 30D | -13.6% | -5.8% | -7.8% | -9.8% |
| 3M | -16.6% | -24.2% | +7.6% | +4.7% |
| 6M | +142.3% | +90.8% | +51.5% | +26.0% |
| YTD | +73.6% | +89.2% | -15.6% | -8.9% |
| 1Y | +33.7% | +104.7% | -71.0% | -36.4% |
| All | +365.7% | +326.7% | +39.0% | +6.8% |
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