+65.2%
ALAB vs FLR
+31.2%
+33.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.3% | +12.1% | +11.2% |
| 7D | +7.2% | +5.4% | +1.8% | +3.3% |
| 30D | -2.5% | +11.4% | -13.9% | -10.9% |
| 3M | -13.3% | +11.4% | -24.7% | -18.8% |
| 6M | +172.8% | +16.6% | +156.2% | +144.8% |
| YTD | +86.6% | +41.7% | +44.9% | +56.1% |
| 1Y | +65.2% | +35.4% | +29.7% | +46.1% |
| All | +65.2% | +31.2% | +33.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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