+25.0%
FLEX vs ALC
+4.2%
+20.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.8% | -19.2% | -6.0% |
| 7D | -17.0% | +10.7% | -27.7% | -8.0% |
| 30D | -33.8% | +20.2% | -54.0% | -20.9% |
| 3M | -39.0% | +8.9% | -47.9% | -32.8% |
| 6M | -15.9% | +5.7% | -21.6% | -7.0% |
| YTD | +27.8% | -1.4% | +29.3% | +42.1% |
| 1Y | +25.0% | +4.7% | +20.2% | +34.1% |
| All | +25.0% | +4.2% | +20.8% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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