+25.0%
FLEX vs ADM
+29.8%
-4.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.3% | -12.7% | -12.3% |
| 7D | -17.0% | -8.3% | -8.7% | -17.5% |
| 30D | -33.8% | -14.1% | -19.7% | -34.3% |
| 3M | -39.0% | -10.7% | -28.3% | -39.6% |
| 6M | -15.9% | -5.9% | -10.0% | -16.7% |
| YTD | +27.8% | +25.8% | +2.1% | +32.5% |
| 1Y | +25.0% | +21.3% | +3.7% | +27.9% |
| All | +25.0% | +29.8% | -4.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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