+287.0%
FLEX vs ALC
+3.6%
+283.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.2% | -2.8% |
| 7D | -13.6% | +2.3% | -16.0% | -13.3% |
| 30D | -36.5% | +15.5% | -52.0% | -35.8% |
| 3M | -36.4% | +0.6% | -37.0% | -36.0% |
| 6M | -46.5% | +18.4% | -64.9% | -46.3% |
| YTD | +25.9% | -5.6% | +31.5% | +29.3% |
| 1Y | +19.6% | 0.0% | +19.5% | +19.8% |
| 3Y | +287.0% | +2.8% | +284.2% | +290.6% |
| All | +287.0% | +3.6% | +283.4% | +290.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling