+424.8%
FLEX vs ALB
-64.0%
+488.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | +7.5% | -5.8% | +13.2% | +9.3% |
| 30D | -25.3% | -4.5% | -20.7% | -24.5% |
| 3M | -39.7% | -28.1% | -11.6% | -34.2% |
| 6M | -47.9% | -53.2% | +5.3% | -36.0% |
| YTD | +24.1% | -33.3% | +57.4% | +35.8% |
| 1Y | +26.0% | -17.4% | +43.4% | +29.5% |
| 3Y | +282.7% | -14.1% | +296.8% | +248.6% |
| All | +424.8% | -64.0% | +488.7% | +494.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling