+272.3%
ALAB vs FLR
+29.6%
+242.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.5% | +6.6% |
| 7D | +3.4% | +6.3% | -2.9% | 0.0% |
| 30D | -28.8% | +1.8% | -30.6% | -28.5% |
| 3M | -26.0% | -4.4% | -21.6% | -23.0% |
| 6M | +11.4% | +15.9% | -4.5% | +3.0% |
| YTD | +38.8% | +27.7% | +11.1% | +17.2% |
| 1Y | +37.8% | +11.6% | +26.2% | +27.6% |
| All | +272.3% | +29.6% | +242.6% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling