+13,708.0%
AMAT vs FLEX
+4,545.3%
+9,162.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.6% | 0.0% | -7.8% |
| 7D | -24.3% | -28.3% | +4.0% | -12.8% |
| 30D | -39.8% | -45.0% | +5.2% | -22.7% |
| 3M | -40.2% | -45.2% | +5.1% | -23.2% |
| 6M | -22.1% | -30.8% | +8.7% | -11.2% |
| YTD | +24.7% | +10.4% | +14.2% | +16.8% |
| 1Y | +33.3% | +2.3% | +31.0% | +28.6% |
| 3Y | +133.9% | +238.9% | -105.0% | +35.9% |
| 5Y | +117.1% | +386.0% | -268.9% | +9.2% |
| 10Y | +1,158.7% | +551.1% | +607.5% | +422.6% |
| All | +13,708.0% | +4,545.3% | +9,162.8% | +2,525.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling