+442.4%
FLEX vs ADM
+17.6%
+424.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -0.9% | +3.8% | -4.7% | -1.4% |
| 30D | -10.1% | +9.8% | -19.9% | -11.3% |
| 3M | -31.3% | +2.1% | -33.5% | -31.6% |
| 6M | +71.3% | +27.5% | +43.8% | +65.3% |
| YTD | +81.2% | +50.2% | +31.0% | +71.7% |
| 1Y | +98.5% | +40.6% | +57.9% | +89.4% |
| All | +442.4% | +17.6% | +424.8% | +432.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling