+24.2%
FLEX vs ALM
+7.9%
+16.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +0.9% |
| 7D | +17.1% | -4.0% | +21.1% | +18.6% |
| 30D | -29.5% | -30.5% | +1.0% | -21.4% |
| 3M | -37.3% | -46.9% | +9.6% | -25.7% |
| 6M | -44.1% | -65.5% | +21.4% | -28.5% |
| YTD | +29.3% | -13.4% | +42.7% | +38.1% |
| 1Y | +24.2% | +9.8% | +14.4% | +24.2% |
| All | +24.2% | +7.9% | +16.2% | +24.2% |
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 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