+386.0%
FLEX vs ABCL
-30.0%
+416.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.4% | -4.2% | -11.6% |
| 7D | -28.3% | -14.9% | -13.4% | -25.7% |
| 30D | -45.0% | -15.4% | -29.7% | -42.9% |
| 3M | -45.2% | +88.0% | -133.3% | -52.7% |
| 6M | -30.8% | +138.8% | -169.7% | -43.9% |
| YTD | +10.4% | +225.4% | -215.0% | -17.1% |
| 1Y | +2.3% | +137.3% | -135.1% | -18.6% |
| 3Y | +238.9% | +136.8% | +102.1% | +150.3% |
| 5Y | +386.0% | -26.2% | +412.3% | +316.4% |
| All | +386.0% | -30.0% | +416.1% | +316.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling