+466.6%
FLEX vs ALK
-28.6%
+495.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -13.6% | +12.9% | -26.6% | -18.4% |
| 30D | -36.5% | +5.5% | -42.0% | -38.4% |
| 3M | -36.4% | -12.1% | -24.3% | -33.2% |
| 6M | -46.5% | +1.7% | -48.2% | -47.9% |
| YTD | +25.9% | -17.4% | +43.4% | +32.0% |
| 1Y | +19.6% | -1.9% | +21.5% | +16.1% |
| 3Y | +287.0% | +21.2% | +265.8% | +214.1% |
| 5Y | +466.6% | -27.8% | +494.4% | +471.4% |
| All | +466.6% | -28.6% | +495.2% | +471.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling