+424.8%
FLEX vs ALM
+410.2%
+14.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.7% | -11.8% | -4.9% |
| 7D | +7.5% | +1.2% | +6.2% | +7.3% |
| 30D | -25.3% | -19.3% | -5.9% | -23.4% |
| 3M | -39.7% | -40.6% | +1.0% | -36.2% |
| 6M | -47.9% | -57.9% | +10.1% | -43.5% |
| YTD | +24.1% | -6.7% | +30.8% | +27.5% |
| 1Y | +26.0% | +20.2% | +5.8% | +27.3% |
| 3Y | +282.7% | +879.4% | -596.8% | +246.5% |
| All | +424.8% | +410.2% | +14.5% | +386.2% |
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 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