+40.1%
ALAB vs FLR
+33.3%
+6.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +6.1% |
| 7D | +9.6% | -3.1% | +12.8% | +11.5% |
| 30D | -5.3% | +4.9% | -10.2% | -8.9% |
| 3M | -12.0% | +10.8% | -22.9% | -17.7% |
| 6M | +145.7% | +19.7% | +126.1% | +117.4% |
| YTD | +80.7% | +38.4% | +42.3% | +51.3% |
| 1Y | +40.1% | +34.7% | +5.4% | +16.8% |
| All | +40.1% | +33.3% | +6.8% | +16.8% |
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