+19.6%
FLEX vs ACM
-45.8%
+65.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | -13.6% | +6.6% | -20.2% | -14.3% |
| 30D | -36.5% | +19.8% | -56.3% | -37.8% |
| 3M | -36.4% | -3.1% | -33.3% | -35.9% |
| 6M | -46.5% | -11.5% | -35.0% | -44.3% |
| YTD | +25.9% | -24.7% | +50.6% | +36.4% |
| 1Y | +19.6% | -45.1% | +64.6% | +38.7% |
| All | +19.6% | -45.8% | +65.3% | +38.7% |
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