+66.9%
AMAT vs FLEX
+20.5%
+46.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -0.5% |
| 7D | +11.4% | +7.5% | +3.9% | +7.1% |
| 30D | -17.0% | -25.3% | +8.2% | -3.3% |
| 3M | -30.6% | -39.7% | +9.1% | -9.8% |
| 6M | -14.9% | -47.9% | +32.9% | +20.0% |
| YTD | +44.7% | +24.1% | +20.6% | +28.9% |
| 1Y | +66.9% | +26.0% | +40.9% | +47.5% |
| All | +66.9% | +20.5% | +46.3% | +47.5% |
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