+24.4%
ALAB vs FLEX
+18.3%
+6.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +1.6% |
| 7D | -7.5% | -13.6% | +6.2% | +2.9% |
| 30D | -36.8% | -36.5% | -0.3% | -13.7% |
| 3M | -31.9% | -36.4% | +4.6% | -7.0% |
| 6M | +8.2% | -46.5% | +54.7% | +67.6% |
| YTD | +29.9% | +25.9% | +4.0% | +6.3% |
| 1Y | +24.4% | +19.6% | +4.9% | +5.2% |
| All | +24.4% | +18.3% | +6.1% | +5.2% |
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 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