+261.9%
AMD vs FLEX
+238.9%
+23.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.6% | -3.7% | -8.3% |
| 7D | -28.6% | -28.3% | -0.3% | -11.2% |
| 30D | -37.7% | -45.0% | +7.3% | -8.9% |
| 3M | -16.1% | -45.2% | +29.1% | +22.5% |
| 6M | +13.8% | -30.8% | +44.6% | +39.3% |
| YTD | +88.8% | +10.4% | +78.4% | +68.8% |
| 1Y | +57.8% | +2.3% | +55.5% | +47.7% |
| All | +261.9% | +238.9% | +23.0% | +85.9% |
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