+484.1%
FLEX vs ABCL
-18.8%
+502.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.2% | +6.8% | +10.9% |
| 7D | -7.2% | +12.4% | -19.6% | -9.2% |
| 30D | -34.8% | -0.4% | -34.4% | -34.4% |
| 3M | -35.6% | +80.4% | -116.0% | -43.7% |
| 6M | -45.0% | +138.5% | -183.6% | -55.6% |
| YTD | +29.4% | +265.5% | -236.1% | -5.2% |
| 1Y | +24.8% | +219.7% | -194.9% | -6.1% |
| 3Y | +304.4% | +209.4% | +95.0% | +183.0% |
| 5Y | +484.1% | -15.0% | +499.1% | +391.4% |
| All | +484.1% | -18.8% | +502.9% | +391.4% |
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