+365.7%
ALAB vs FLR
+45.0%
+320.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.8% | -7.5% |
| 7D | +3.2% | +0.7% | +2.5% | +2.5% |
| 30D | -13.6% | -0.7% | -12.9% | -13.7% |
| 3M | -16.6% | +14.3% | -30.9% | -23.9% |
| 6M | +142.3% | +25.6% | +116.7% | +104.6% |
| YTD | +73.6% | +42.9% | +30.8% | +33.9% |
| 1Y | +33.7% | +38.7% | -5.1% | +3.3% |
| All | +365.7% | +45.0% | +320.7% | +217.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling