+384.5%
ALAB vs FLR
+40.4%
+344.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +6.2% |
| 7D | +9.6% | -3.1% | +12.8% | +11.7% |
| 30D | -5.3% | +4.9% | -10.2% | -9.1% |
| 3M | -12.0% | +10.8% | -22.9% | -18.1% |
| 6M | +145.7% | +19.7% | +126.1% | +114.1% |
| YTD | +80.7% | +38.4% | +42.3% | +42.2% |
| 1Y | +40.1% | +34.7% | +5.4% | +10.3% |
| All | +384.5% | +40.4% | +344.1% | +237.6% |
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