+461.8%
FLEX vs ALNY
+2,605.6%
-2,143.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.4% | -9.4% | -4.9% |
| 7D | +7.5% | +5.8% | +1.6% | +6.4% |
| 30D | -25.3% | -26.5% | +1.2% | -21.9% |
| 3M | -39.7% | -27.3% | -12.3% | -37.1% |
| 6M | -47.9% | -43.4% | -4.5% | -44.3% |
| YTD | +24.1% | -58.5% | +82.6% | +39.4% |
| 1Y | +26.0% | -63.6% | +89.6% | +44.4% |
| 3Y | +282.7% | 0.0% | +282.7% | +256.0% |
| 5Y | +424.2% | -3.4% | +427.6% | +371.2% |
| 10Y | +613.8% | +254.6% | +359.1% | +361.7% |
| All | +461.8% | +2,605.6% | -2,143.8% | +100.2% |
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 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