+296.4%
ARM vs FLEX
+456.1%
-159.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +2.9% |
| 7D | +5.5% | -0.9% | +6.4% | +6.2% |
| 30D | -8.2% | -10.1% | +2.0% | -1.3% |
| 3M | -35.9% | -31.3% | -4.6% | -17.6% |
| 6M | +103.1% | +71.3% | +31.8% | +25.4% |
| YTD | +130.6% | +81.2% | +49.4% | +32.8% |
| 1Y | +86.1% | +98.5% | -12.4% | -3.5% |
| All | +296.4% | +456.1% | -159.7% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling