+416.7%
FLEX vs ALM
+396.4%
+20.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.4% | +4.3% |
| 7D | -19.3% | -6.7% | -12.6% | -18.6% |
| 30D | -41.5% | -32.9% | -8.6% | -38.8% |
| 3M | -43.1% | -39.5% | -3.6% | -40.0% |
| 6M | -48.2% | -62.0% | +13.8% | -43.5% |
| YTD | +15.5% | -7.8% | +23.3% | +18.9% |
| 1Y | +10.2% | +26.7% | -16.5% | +11.2% |
| 3Y | +256.8% | +825.4% | -568.5% | +224.3% |
| All | +416.7% | +396.4% | +20.3% | +380.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling