+117.1%
AMAT vs FLEX
+389.8%
-272.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.6% | 0.0% | -5.1% |
| 7D | -24.3% | -28.3% | +4.0% | -7.2% |
| 30D | -39.8% | -45.0% | +5.2% | -13.8% |
| 3M | -40.2% | -45.2% | +5.1% | -14.7% |
| 6M | -22.1% | -30.8% | +8.7% | -6.6% |
| YTD | +24.7% | +10.4% | +14.2% | +7.9% |
| 1Y | +33.3% | +2.3% | +31.0% | +20.7% |
| 3Y | +133.9% | +238.9% | -105.0% | -13.7% |
| 5Y | +117.1% | +386.0% | -268.9% | -44.1% |
| All | +117.1% | +389.8% | -272.7% | -44.1% |
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