+22.8%
FLEX vs ALB
-1.1%
+24.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.2% | +12.1% |
| 7D | -7.2% | +9.5% | -16.6% | -9.9% |
| 30D | -34.8% | -2.1% | -32.6% | -34.4% |
| 3M | -35.6% | -24.1% | -11.4% | -30.7% |
| 6M | -45.0% | -51.0% | +6.0% | -33.9% |
| YTD | +29.4% | -29.3% | +58.7% | +38.1% |
| All | +22.8% | -1.1% | +24.0% | +24.2% |
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