+7,917.6%
FLEX vs ALB
+2,729.5%
+5,188.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +6.0% | +3.3% |
| 7D | -0.9% | -8.1% | +7.2% | +2.3% |
| 30D | -10.1% | +6.3% | -16.4% | -12.9% |
| 3M | -31.3% | -23.6% | -7.8% | -24.2% |
| 6M | +71.3% | -24.6% | +95.9% | +87.9% |
| YTD | +81.2% | -10.3% | +91.5% | +82.7% |
| 1Y | +98.5% | +61.5% | +37.0% | +53.3% |
| 3Y | +428.2% | -34.0% | +462.2% | +422.9% |
| 5Y | +657.3% | -44.6% | +701.9% | +647.4% |
| 10Y | +995.9% | +76.1% | +919.8% | +464.0% |
| All | +7,917.6% | +2,729.5% | +5,188.2% | +1,383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling