+142.7%
AMAT vs FLEX
+254.4%
-111.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +1.5% |
| 7D | -14.7% | -19.3% | +4.6% | -3.6% |
| 30D | -36.1% | -41.5% | +5.4% | -13.6% |
| 3M | -36.9% | -43.1% | +6.3% | -13.7% |
| 6M | -22.2% | -48.2% | +26.0% | +13.7% |
| YTD | +29.9% | +15.5% | +14.4% | +13.1% |
| 1Y | +43.3% | +10.2% | +33.0% | +27.6% |
| 3Y | +142.7% | +256.8% | -114.2% | +4.8% |
| All | +142.7% | +254.4% | -111.7% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling