+287.0%
FLEX vs ACM
-7.4%
+294.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -13.6% | +6.6% | -20.2% | -15.8% |
| 30D | -36.5% | +19.8% | -56.3% | -41.0% |
| 3M | -36.4% | -3.1% | -33.3% | -35.9% |
| 6M | -46.5% | -11.5% | -35.0% | -43.7% |
| YTD | +25.9% | -24.7% | +50.6% | +43.3% |
| 1Y | +19.6% | -45.1% | +64.6% | +68.0% |
| 3Y | +287.0% | -8.9% | +295.9% | +282.7% |
| All | +287.0% | -7.4% | +294.4% | +282.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling