+640.4%
FLEX vs ALK
-37.5%
+677.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.1% | +4.9% | +8.9% |
| 7D | -7.2% | +8.9% | -16.1% | -11.0% |
| 30D | -34.8% | +5.9% | -40.7% | -36.9% |
| 3M | -35.6% | -16.5% | -19.0% | -30.9% |
| 6M | -45.0% | +2.1% | -47.1% | -46.6% |
| YTD | +29.4% | -17.1% | +46.5% | +35.7% |
| 1Y | +24.8% | -2.9% | +27.7% | +21.9% |
| 3Y | +304.4% | +24.5% | +279.9% | +230.5% |
| 5Y | +484.1% | -29.1% | +513.2% | +499.1% |
| 10Y | +640.4% | -39.1% | +679.5% | +605.7% |
| All | +640.4% | -37.5% | +677.9% | +605.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling