+565.2%
FLEX vs ACM
+155.0%
+410.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.5% |
| 7D | -19.3% | +5.4% | -24.7% | -21.9% |
| 30D | -41.5% | +15.1% | -56.6% | -46.4% |
| 3M | -43.1% | -10.5% | -32.6% | -40.5% |
| 6M | -48.2% | -19.7% | -28.5% | -42.8% |
| YTD | +15.5% | -28.8% | +44.3% | +35.9% |
| 1Y | +10.2% | -47.9% | +58.1% | +57.9% |
| 3Y | +256.8% | -12.4% | +269.2% | +260.6% |
| 5Y | +408.2% | +0.6% | +407.6% | +365.2% |
| All | +565.2% | +155.0% | +410.2% | +278.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling