+61.4%
AMAT vs FLEX
+23.4%
+37.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -12.3% | +9.0% | +3.4% |
| 7D | -11.2% | -17.0% | +5.8% | -2.1% |
| 30D | -31.9% | -33.8% | +2.0% | -15.6% |
| 3M | -32.3% | -39.0% | +6.7% | -12.7% |
| 6M | -5.4% | -15.9% | +10.5% | +7.2% |
| YTD | +44.3% | +27.8% | +16.4% | +24.1% |
| 1Y | +61.4% | +25.0% | +36.4% | +40.7% |
| All | +61.4% | +23.4% | +37.9% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling