+720.6%
FLEX vs ALNY
+4,262.5%
-3,541.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -0.9% | +12.2% | -13.1% | -2.9% |
| 30D | -10.1% | +16.3% | -26.5% | -12.6% |
| 3M | -31.3% | -12.4% | -19.0% | -31.1% |
| 6M | +71.3% | -18.7% | +90.0% | +73.6% |
| YTD | +81.2% | -33.1% | +114.3% | +89.6% |
| 1Y | +98.5% | -41.3% | +139.8% | +111.6% |
| 3Y | +428.2% | +32.3% | +396.0% | +372.3% |
| 5Y | +657.3% | +34.8% | +622.5% | +548.5% |
| 10Y | +995.9% | +284.7% | +711.2% | +579.0% |
| All | +720.6% | +4,262.5% | -3,541.9% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling