+416.7%
FLEX vs ADM
+24.5%
+392.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.7% |
| 7D | -19.3% | -9.0% | -10.3% | -17.7% |
| 30D | -41.5% | -14.0% | -27.6% | -39.7% |
| 3M | -43.1% | -9.2% | -34.0% | -42.3% |
| 6M | -48.2% | -9.2% | -39.1% | -47.6% |
| YTD | +15.5% | +24.2% | -8.7% | +7.3% |
| 1Y | +10.2% | +27.0% | -16.8% | +1.6% |
| 3Y | +256.8% | +6.6% | +250.2% | +240.6% |
| All | +416.7% | +24.5% | +392.2% | +359.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling