+25.0%
FLEX vs ABCL
+138.2%
-113.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.8% | -13.1% | -12.5% |
| 7D | -17.0% | -10.0% | -7.0% | -15.0% |
| 30D | -33.8% | -10.9% | -23.0% | -32.1% |
| 3M | -39.0% | +101.6% | -140.7% | -49.4% |
| 6M | -15.9% | +167.5% | -183.4% | -37.9% |
| YTD | +27.8% | +259.1% | -231.2% | -15.7% |
| 1Y | +25.0% | +152.2% | -127.2% | -6.6% |
| All | +25.0% | +138.2% | -113.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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