+1,060.6%
FLEX vs ADM
+158.6%
+901.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +7.0% | -0.1% | +7.0% | +7.0% |
| 30D | -5.8% | +11.0% | -16.8% | -10.9% |
| 3M | -24.2% | +6.0% | -30.2% | -26.9% |
| 6M | +90.8% | +26.9% | +63.9% | +67.0% |
| YTD | +89.2% | +50.0% | +39.2% | +51.4% |
| 1Y | +104.7% | +39.6% | +65.1% | +68.3% |
| 3Y | +478.1% | +18.5% | +459.6% | +399.6% |
| 5Y | +726.2% | +62.6% | +663.6% | +433.1% |
| 10Y | +1,060.6% | +162.4% | +898.2% | +419.3% |
| All | +1,060.6% | +158.6% | +901.9% | +419.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling