+538.6%
FLEX vs ABCL
-80.4%
+619.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.1% | +7.9% | +4.6% |
| 7D | +2.2% | -2.7% | +4.9% | +3.0% |
| 30D | -32.6% | -5.4% | -27.2% | -31.7% |
| 3M | -35.5% | +22.4% | -57.9% | -38.0% |
| 6M | -45.6% | +127.6% | -173.2% | -54.5% |
| YTD | +30.7% | +249.4% | -218.7% | +0.3% |
| 1Y | +28.4% | +198.0% | -169.6% | +1.2% |
| 3Y | +301.7% | +195.8% | +105.9% | +197.0% |
| 5Y | +473.3% | -20.6% | +493.9% | +391.7% |
| All | +538.6% | -80.4% | +619.0% | +502.8% |
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