+301.8%
AMD vs FLEX
+254.4%
+47.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.6% | +6.5% | +8.0% |
| 7D | -11.0% | -19.3% | +8.3% | +2.3% |
| 30D | -30.5% | -41.5% | +11.1% | -2.1% |
| 3M | -8.2% | -43.1% | +34.9% | +30.9% |
| 6M | +6.6% | -48.2% | +54.8% | +60.9% |
| YTD | +109.7% | +15.5% | +94.2% | +82.3% |
| 1Y | +88.9% | +10.2% | +78.7% | +68.5% |
| 3Y | +301.8% | +256.8% | +45.0% | +100.8% |
| All | +301.8% | +254.4% | +47.5% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling