+98.5%
FLEX vs ALC
-10.2%
+108.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | -0.2% |
| 7D | -0.9% | -2.1% | +1.2% | -2.5% |
| 30D | -10.1% | -0.1% | -10.1% | -9.9% |
| 3M | -31.3% | +5.9% | -37.2% | -27.4% |
| 6M | +71.3% | -15.9% | +87.2% | +71.7% |
| YTD | +81.2% | -10.1% | +91.4% | +82.8% |
| 1Y | +98.5% | -10.2% | +108.7% | +100.0% |
| All | +98.5% | -10.2% | +108.6% | +100.0% |
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