+442.4%
FLEX vs ALB
-34.0%
+476.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +2.6% |
| 7D | -0.9% | -8.1% | +7.2% | +1.1% |
| 30D | -10.1% | +6.3% | -16.4% | -11.9% |
| 3M | -31.3% | -23.6% | -7.8% | -27.1% |
| 6M | +71.3% | -24.6% | +95.9% | +81.4% |
| YTD | +81.2% | -10.3% | +91.5% | +83.2% |
| 1Y | +98.5% | +61.5% | +37.0% | +72.7% |
| All | +442.4% | -34.0% | +476.4% | +478.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling