+751.0%
FLEX vs ALC
+31.8%
+719.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.3% |
| 7D | -19.3% | +4.9% | -24.2% | -21.2% |
| 30D | -41.5% | +19.0% | -60.5% | -45.9% |
| 3M | -43.1% | +7.8% | -50.9% | -45.5% |
| 6M | -48.2% | +14.6% | -62.8% | -52.2% |
| YTD | +15.5% | -4.4% | +19.9% | +13.1% |
| 1Y | +10.2% | +1.4% | +8.8% | +4.0% |
| 3Y | +256.8% | +2.5% | +254.3% | +221.9% |
| 5Y | +408.2% | -10.9% | +419.1% | +390.9% |
| All | +751.0% | +31.8% | +719.2% | +471.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling