+4,785.6%
FLEX vs ALB
+2,111.6%
+2,674.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +3.6% | -17.2% | -15.0% |
| 7D | -28.3% | +5.5% | -33.8% | -30.2% |
| 30D | -45.0% | -7.5% | -37.5% | -43.5% |
| 3M | -45.2% | -16.9% | -28.3% | -41.8% |
| 6M | -30.8% | -49.2% | +18.4% | -10.6% |
| YTD | +10.4% | -29.9% | +40.3% | +22.1% |
| 1Y | +2.3% | +8.2% | -5.9% | -6.1% |
| 3Y | +238.9% | -19.4% | +258.3% | +204.6% |
| 5Y | +386.0% | -61.6% | +447.6% | +459.5% |
| 10Y | +551.1% | +34.6% | +516.5% | +272.1% |
| All | +4,785.6% | +2,111.6% | +2,674.0% | +891.8% |
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 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