+207.4%
ALAB vs FLEX
+160.5%
+47.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.7% | +2.6% |
| 7D | -26.3% | -19.3% | -7.0% | -12.0% |
| 30D | -50.1% | -41.5% | -8.6% | -23.4% |
| 3M | -42.5% | -43.1% | +0.6% | -9.9% |
| 6M | -10.8% | -48.2% | +37.4% | +54.0% |
| YTD | +14.6% | +15.5% | -0.8% | -10.5% |
| 1Y | +17.1% | +10.2% | +6.9% | -5.1% |
| All | +207.4% | +160.5% | +47.0% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling