+25.0%
FLEX vs ALB
+4.7%
+20.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.3% | -17.6% | -13.9% |
| 7D | -17.0% | -2.1% | -14.9% | -16.5% |
| 30D | -33.8% | -9.0% | -24.8% | -32.0% |
| 3M | -39.0% | -21.1% | -17.9% | -35.3% |
| 6M | -15.9% | -49.9% | +34.0% | +0.6% |
| YTD | +27.8% | -32.3% | +60.1% | +37.6% |
| 1Y | +25.0% | +8.6% | +16.4% | +15.8% |
| All | +25.0% | +4.7% | +20.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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