+6,351.7%
AMD vs FLEX
+569.0%
+5,782.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.6% | +6.5% | +8.4% |
| 7D | -11.0% | -19.3% | +8.3% | +0.9% |
| 30D | -30.5% | -41.5% | +11.1% | -5.6% |
| 3M | -8.2% | -43.1% | +34.9% | +26.1% |
| 6M | +6.6% | -48.2% | +54.8% | +54.7% |
| YTD | +109.7% | +15.5% | +94.2% | +89.9% |
| 1Y | +88.9% | +10.2% | +78.7% | +75.1% |
| 3Y | +301.8% | +256.8% | +45.0% | +92.8% |
| 5Y | +229.4% | +408.2% | -178.8% | +32.0% |
| All | +6,351.7% | +569.0% | +5,782.7% | +1,672.6% |
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