+1,000.1%
FLEX vs ALK
-34.2%
+1,034.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -10.1% | -19.2% | +9.1% | -1.5% |
| 3M | -31.3% | -1.5% | -29.8% | -31.4% |
| 6M | +71.3% | -13.1% | +84.3% | +78.8% |
| YTD | +81.2% | -16.4% | +97.7% | +91.0% |
| 1Y | +98.5% | -33.1% | +131.6% | +128.2% |
| 3Y | +428.2% | +0.6% | +427.6% | +379.3% |
| 5Y | +657.3% | -26.4% | +683.7% | +668.1% |
| All | +1,000.1% | -34.2% | +1,034.3% | +942.9% |
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