+1,115.5%
FLEX vs ALNY
+260.0%
+855.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | +5.7% | -6.5% | +12.3% | +6.6% |
| 30D | -7.0% | +11.0% | -18.1% | -8.4% |
| 3M | -23.8% | -14.1% | -9.8% | -23.4% |
| 6M | +82.6% | -22.4% | +105.0% | +85.7% |
| YTD | +91.6% | -37.5% | +129.1% | +100.3% |
| 1Y | +100.6% | -46.9% | +147.5% | +113.9% |
| 3Y | +479.8% | +22.1% | +457.7% | +438.3% |
| 5Y | +746.5% | +31.2% | +715.3% | +656.6% |
| All | +1,115.5% | +260.0% | +855.5% | +854.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling