+104.7%
FLEX vs ALM
+347.8%
-243.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.8% | -4.4% | +2.4% |
| 7D | +7.0% | +8.4% | -1.4% | +5.0% |
| 30D | -5.8% | +34.8% | -40.6% | -12.3% |
| 3M | -24.2% | +16.2% | -40.4% | -27.9% |
| 6M | +90.8% | +2.1% | +88.7% | +82.1% |
| YTD | +89.2% | +117.0% | -27.8% | +66.5% |
| 1Y | +104.7% | +313.9% | -209.1% | +58.5% |
| All | +104.7% | +347.8% | -243.1% | +58.5% |
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