+25.0%
FLEX vs ALM
+44.8%
-19.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.2% | -13.5% | -12.6% |
| 7D | -17.0% | -6.4% | -10.6% | -15.4% |
| 30D | -33.8% | -35.0% | +1.1% | -26.0% |
| 3M | -39.0% | -33.8% | -5.2% | -32.9% |
| 6M | -15.9% | -55.0% | +39.1% | -0.6% |
| YTD | +27.8% | -0.2% | +28.1% | +33.8% |
| 1Y | +25.0% | +41.8% | -16.8% | +20.8% |
| All | +25.0% | +44.8% | -19.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling