+10.2%
FLEX vs ADM
+28.3%
-18.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.5% |
| 7D | -19.3% | -9.0% | -10.3% | -19.6% |
| 30D | -41.5% | -14.0% | -27.6% | -41.7% |
| 3M | -43.1% | -9.2% | -34.0% | -43.7% |
| 6M | -48.2% | -9.2% | -39.1% | -48.4% |
| YTD | +15.5% | +24.2% | -8.7% | +13.7% |
| 1Y | +10.2% | +27.0% | -16.7% | +11.5% |
| All | +10.2% | +28.3% | -18.1% | +11.5% |
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 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