+1,587.5%
AMAT vs FLEX
+995.9%
+591.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.0% |
| 30D | -14.8% | -10.1% | -4.6% | -9.6% |
| 3M | -9.3% | -31.3% | +22.1% | +13.1% |
| 6M | +27.4% | +71.3% | -43.9% | -9.9% |
| YTD | +77.6% | +81.2% | -3.7% | +21.4% |
| 1Y | +188.9% | +98.5% | +90.4% | +86.6% |
| 3Y | +202.3% | +428.2% | -226.0% | +8.0% |
| 5Y | +248.9% | +657.3% | -408.4% | +0.9% |
| All | +1,587.5% | +995.9% | +591.5% | +256.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling