+416.7%
FLEX vs ACM
-2.7%
+419.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.5% |
| 7D | -19.3% | +5.4% | -24.7% | -21.6% |
| 30D | -41.5% | +15.1% | -56.6% | -45.8% |
| 3M | -43.1% | -10.5% | -32.6% | -40.4% |
| 6M | -48.2% | -19.7% | -28.5% | -42.6% |
| YTD | +15.5% | -28.8% | +44.3% | +36.4% |
| 1Y | +10.2% | -47.9% | +58.1% | +61.4% |
| 3Y | +256.8% | -12.4% | +269.2% | +250.9% |
| All | +416.7% | -2.7% | +419.4% | +350.0% |
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