+663.2%
FLEX vs ACM
+5.0%
+658.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -0.9% | -3.7% | +2.8% | +1.1% |
| 30D | -10.1% | -11.1% | +1.0% | -5.2% |
| 3M | -31.3% | -8.0% | -23.4% | -29.5% |
| 6M | +71.3% | -29.7% | +100.9% | +106.9% |
| YTD | +81.2% | -29.4% | +110.6% | +115.3% |
| 1Y | +98.5% | -46.4% | +144.9% | +183.5% |
| 3Y | +428.2% | -22.3% | +450.6% | +470.8% |
| All | +663.2% | +5.0% | +658.3% | +556.9% |
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