+25.0%
FLEX vs ACM
-46.6%
+71.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.9% | -15.3% | -12.6% |
| 7D | -17.0% | +9.5% | -26.5% | -17.9% |
| 30D | -33.8% | +14.7% | -48.6% | -34.9% |
| 3M | -39.0% | -9.5% | -29.5% | -37.7% |
| 6M | -15.9% | -18.0% | +2.2% | -10.8% |
| YTD | +27.8% | -27.3% | +55.1% | +39.5% |
| 1Y | +25.0% | -47.0% | +72.0% | +47.5% |
| All | +25.0% | -46.6% | +71.5% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling