+442.4%
FLEX vs ALK
+2.1%
+440.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -10.1% | -19.2% | +9.1% | -2.1% |
| 3M | -31.3% | -1.5% | -29.8% | -31.4% |
| 6M | +71.3% | -13.1% | +84.3% | +76.9% |
| YTD | +81.2% | -16.4% | +97.7% | +88.7% |
| 1Y | +98.5% | -33.1% | +131.6% | +122.7% |
| All | +442.4% | +2.1% | +440.4% | +430.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling