+565.2%
FLEX vs ALK
-41.7%
+606.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +3.9% | +4.3% |
| 7D | -19.3% | +9.0% | -28.4% | -23.1% |
| 30D | -41.5% | -1.6% | -39.9% | -41.7% |
| 3M | -43.1% | -23.2% | -19.9% | -36.8% |
| 6M | -48.2% | -3.9% | -44.3% | -48.5% |
| YTD | +15.5% | -22.6% | +38.1% | +24.6% |
| 1Y | +10.2% | -5.3% | +15.5% | +8.6% |
| 3Y | +256.8% | +18.6% | +238.2% | +197.2% |
| 5Y | +408.2% | -34.4% | +442.6% | +438.4% |
| All | +565.2% | -41.7% | +606.9% | +551.2% |
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