+5,008.5%
FLEX vs ADM
+1,141.8%
+3,866.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | -19.3% | -9.0% | -10.3% | -16.5% |
| 30D | -41.5% | -14.0% | -27.6% | -38.4% |
| 3M | -43.1% | -9.2% | -34.0% | -41.6% |
| 6M | -48.2% | -9.2% | -39.1% | -47.0% |
| YTD | +15.5% | +24.2% | -8.7% | +4.0% |
| 1Y | +10.2% | +27.0% | -16.8% | -2.0% |
| 3Y | +256.8% | +6.6% | +250.2% | +225.5% |
| 5Y | +408.2% | +25.0% | +383.2% | +328.1% |
| 10Y | +580.8% | +100.2% | +480.6% | +378.0% |
| All | +5,008.5% | +1,141.8% | +3,866.7% | +2,196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling