+248.5%
ALAB vs FLR
+29.2%
+219.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -7.5% | +5.1% | -12.6% | -9.8% |
| 30D | -36.8% | -0.5% | -36.4% | -35.6% |
| 3M | -31.9% | -3.5% | -28.4% | -29.6% |
| 6M | +8.2% | +16.5% | -8.3% | -0.2% |
| YTD | +29.9% | +27.3% | +2.7% | +10.0% |
| 1Y | +24.4% | +10.6% | +13.8% | +15.9% |
| All | +248.5% | +29.2% | +219.3% | +161.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling