+147.1%
AMAT vs FLEX
+479.5%
-332.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +12.0% | -0.7% | +3.9% |
| 7D | -1.1% | -7.2% | +6.1% | +3.2% |
| 30D | -26.9% | -34.8% | +7.8% | -5.7% |
| 3M | -31.2% | -35.6% | +4.4% | -11.2% |
| 6M | -14.7% | -45.0% | +30.3% | +22.4% |
| YTD | +44.7% | +29.4% | +15.3% | +13.6% |
| 1Y | +62.0% | +24.8% | +37.2% | +29.3% |
| 3Y | +165.0% | +304.4% | -139.5% | -12.7% |
| 5Y | +147.1% | +484.1% | -337.0% | -42.4% |
| All | +147.1% | +479.5% | -332.4% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling