+1,005.1%
FLEX vs ALM
+2,950.3%
-1,945.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | -0.9% | -2.6% | +1.7% | -0.7% |
| 30D | -10.1% | +32.0% | -42.2% | -11.8% |
| 3M | -31.3% | -15.0% | -16.3% | -31.1% |
| 6M | +71.3% | -10.1% | +81.4% | +70.8% |
| YTD | +81.2% | +99.4% | -18.2% | +74.5% |
| 1Y | +98.5% | +316.4% | -217.9% | +84.9% |
| 3Y | +428.2% | +2,022.0% | -1,593.7% | +357.3% |
| 5Y | +657.3% | +941.2% | -283.9% | +565.2% |
| All | +1,005.1% | +2,950.3% | -1,945.3% | +823.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling