+241.2%
FLEX vs ALK
+15.2%
+226.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.4% | -12.3% |
| 7D | -28.3% | +7.1% | -35.4% | -30.8% |
| 30D | -45.0% | -3.0% | -42.0% | -44.7% |
| 3M | -45.2% | -25.6% | -19.6% | -38.7% |
| 6M | -30.8% | +0.5% | -31.3% | -31.8% |
| YTD | +10.4% | -23.1% | +33.5% | +18.1% |
| 1Y | +2.3% | -7.5% | +9.8% | +1.9% |
| All | +241.2% | +15.2% | +226.0% | +212.0% |
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