+126.7%
AMAT vs FLEX
+409.9%
-283.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.3% | +1.4% |
| 7D | -14.7% | -19.3% | +4.6% | -2.9% |
| 30D | -36.1% | -41.5% | +5.4% | -12.0% |
| 3M | -36.9% | -43.1% | +6.3% | -12.0% |
| 6M | -22.2% | -48.2% | +26.0% | +16.1% |
| YTD | +29.9% | +15.5% | +14.4% | +9.4% |
| 1Y | +43.3% | +10.2% | +33.0% | +23.6% |
| 3Y | +142.7% | +256.8% | -114.1% | -13.3% |
| All | +126.7% | +409.9% | -283.2% | -43.0% |
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