+27.4%
AMAT vs FLEX
+70.9%
-43.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.0% |
| 30D | -14.8% | -10.1% | -4.6% | -10.0% |
| 3M | -9.3% | -31.3% | +22.1% | +8.2% |
| 6M | +27.4% | +71.3% | -43.9% | -3.2% |
| All | +27.4% | +70.9% | -43.5% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling