+400.4%
ALAB vs FLR
+43.8%
+356.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.3% | +12.1% | +11.4% |
| 7D | +7.2% | +5.4% | +1.8% | +3.0% |
| 30D | -2.5% | +11.4% | -13.9% | -11.6% |
| 3M | -13.3% | +11.4% | -24.7% | -19.1% |
| 6M | +172.8% | +16.6% | +156.2% | +141.7% |
| YTD | +86.6% | +41.7% | +44.9% | +44.7% |
| 1Y | +65.2% | +35.4% | +29.7% | +29.6% |
| All | +400.4% | +43.8% | +356.6% | +243.6% |
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 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