+565.2%
FLEX vs ADM
+98.0%
+467.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | -19.3% | -9.0% | -10.3% | -15.8% |
| 30D | -41.5% | -14.0% | -27.6% | -37.6% |
| 3M | -43.1% | -9.2% | -34.0% | -41.3% |
| 6M | -48.2% | -9.2% | -39.1% | -46.8% |
| YTD | +15.5% | +24.2% | -8.7% | +0.1% |
| 1Y | +10.2% | +27.0% | -16.7% | -6.1% |
| 3Y | +256.8% | +6.6% | +250.2% | +216.1% |
| 5Y | +408.2% | +25.0% | +383.2% | +275.8% |
| All | +565.2% | +98.0% | +467.2% | +221.5% |
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