+442.4%
FLEX vs ALM
+2,063.1%
-1,620.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.7% |
| 7D | -0.9% | -2.6% | +1.7% | -0.6% |
| 30D | -10.1% | +32.0% | -42.2% | -13.2% |
| 3M | -31.3% | -15.0% | -16.3% | -31.0% |
| 6M | +71.3% | -10.1% | +81.4% | +70.0% |
| YTD | +81.2% | +99.4% | -18.2% | +71.1% |
| 1Y | +98.5% | +316.4% | -217.9% | +79.3% |
| All | +442.4% | +2,063.1% | -1,620.7% | +367.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling