+446.2%
FLEX vs ACM
+3.9%
+442.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +17.1% | +5.1% | +12.0% | +14.2% |
| 30D | -29.5% | +18.7% | -48.2% | -35.6% |
| 3M | -37.3% | +15.5% | -52.7% | -42.5% |
| 6M | -44.1% | +1.2% | -45.3% | -45.9% |
| YTD | +29.3% | -25.2% | +54.5% | +49.1% |
| 1Y | +24.2% | -46.3% | +70.5% | +80.2% |
| 3Y | +297.3% | -9.6% | +306.9% | +286.3% |
| 5Y | +446.2% | +4.4% | +441.8% | +362.8% |
| All | +446.2% | +3.9% | +442.3% | +362.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling