+6,406.4%
AMD vs FLEX
+995.9%
+5,410.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.8% |
| 7D | +2.6% | -0.9% | +3.5% | +3.1% |
| 30D | -0.9% | -10.1% | +9.2% | +5.2% |
| 3M | -8.7% | -31.3% | +22.6% | +13.1% |
| 6M | +136.3% | +71.3% | +65.1% | +70.2% |
| YTD | +123.0% | +81.2% | +41.7% | +56.6% |
| 1Y | +195.2% | +98.5% | +96.7% | +97.6% |
| 3Y | +336.3% | +428.2% | -91.9% | +66.3% |
| 5Y | +334.5% | +657.3% | -322.8% | +37.6% |
| All | +6,406.4% | +995.9% | +5,410.5% | +1,236.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling