+249.6%
ALAB vs FLR
+28.9%
+220.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.3% | +5.4% | +7.6% |
| 7D | -5.6% | +8.5% | -14.1% | -10.0% |
| 30D | -36.6% | -0.7% | -35.9% | -35.3% |
| 3M | -35.1% | -11.7% | -23.4% | -28.8% |
| 6M | +8.5% | +16.2% | -7.7% | +0.2% |
| YTD | +30.4% | +27.0% | +3.4% | +10.6% |
| 1Y | +31.0% | +10.1% | +21.0% | +22.5% |
| All | +249.6% | +28.9% | +220.7% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling