+4,785.6%
FLEX vs ALK
+912.6%
+3,873.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.2% | -10.4% | -12.4% |
| 7D | -28.3% | +7.1% | -35.4% | -30.7% |
| 30D | -45.0% | -3.0% | -42.0% | -44.9% |
| 3M | -45.2% | -25.6% | -19.6% | -39.5% |
| 6M | -30.8% | +0.5% | -31.3% | -31.8% |
| YTD | +10.4% | -23.1% | +33.5% | +18.6% |
| 1Y | +2.3% | -7.5% | +9.8% | +2.3% |
| 3Y | +238.9% | +15.3% | +223.6% | +198.3% |
| 5Y | +386.0% | -34.8% | +420.8% | +419.0% |
| 10Y | +551.1% | -41.2% | +592.3% | +557.6% |
| All | +4,785.6% | +912.6% | +3,873.0% | +1,398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling