+651.7%
FLEX vs ALK
-41.4%
+693.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.3% |
| 7D | +2.2% | +2.6% | -0.3% | +1.5% |
| 30D | -32.6% | +7.8% | -40.4% | -35.4% |
| 3M | -35.5% | -15.2% | -20.3% | -31.3% |
| 6M | -45.6% | +5.0% | -50.6% | -47.8% |
| YTD | +30.7% | -18.4% | +49.1% | +38.1% |
| 1Y | +28.4% | -2.4% | +30.8% | +25.1% |
| 3Y | +301.7% | +19.8% | +281.9% | +233.9% |
| 5Y | +473.3% | -27.8% | +501.0% | +483.2% |
| 10Y | +651.7% | -42.0% | +693.7% | +623.5% |
| All | +651.7% | -41.4% | +693.1% | +623.5% |
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