+464.2%
FLEX vs ABCL
-80.5%
+544.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.7% | -2.2% | +3.3% |
| 7D | -19.3% | -3.2% | -16.1% | -18.8% |
| 30D | -41.5% | -7.4% | -34.1% | -40.5% |
| 3M | -43.1% | +81.9% | -125.0% | -49.7% |
| 6M | -48.2% | +135.7% | -183.9% | -57.0% |
| YTD | +15.5% | +247.4% | -231.9% | -11.3% |
| 1Y | +10.2% | +162.3% | -152.0% | -11.4% |
| 3Y | +256.8% | +165.5% | +91.3% | +168.3% |
| 5Y | +408.2% | -21.3% | +429.5% | +336.2% |
| All | +464.2% | -80.5% | +544.8% | +433.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling