+267.2%
ALAB vs FLEX
+191.6%
+75.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.5% |
| 7D | +26.9% | +17.1% | +9.9% | +12.1% |
| 30D | -30.0% | -29.5% | -0.5% | -7.2% |
| 3M | -28.5% | -37.3% | +8.7% | +3.7% |
| 6M | +11.4% | -44.1% | +55.5% | +81.0% |
| YTD | +36.9% | +29.3% | +7.6% | -2.2% |
| 1Y | +44.4% | +24.2% | +20.2% | +6.5% |
| All | +267.2% | +191.6% | +75.6% | +14.6% |
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 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