+1,113.5%
FLEX vs ALM
+3,507.4%
-2,393.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.4% | +4.6% |
| 7D | -19.3% | -6.7% | -12.6% | -19.3% |
| 30D | -41.5% | -32.9% | -8.6% | -41.4% |
| 3M | -43.1% | -39.5% | -3.6% | -43.0% |
| 6M | -48.2% | -62.0% | +13.8% | -48.0% |
| YTD | +15.5% | -7.8% | +23.3% | +15.6% |
| 1Y | +10.2% | +26.7% | -16.5% | +10.2% |
| 3Y | +256.8% | +825.4% | -568.5% | +254.6% |
| 5Y | +408.2% | +401.2% | +7.0% | +405.3% |
| 10Y | +580.8% | +2,074.0% | -1,493.2% | +574.3% |
| All | +1,113.5% | +3,507.4% | -2,393.9% | +1,095.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling