+7,917.6%
FLEX vs ADM
+1,401.6%
+6,516.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -0.9% | +3.8% | -4.7% | -2.4% |
| 30D | -10.1% | +9.8% | -19.9% | -13.6% |
| 3M | -31.3% | +2.1% | -33.5% | -32.2% |
| 6M | +71.3% | +27.5% | +43.8% | +54.2% |
| YTD | +81.2% | +50.2% | +31.0% | +52.8% |
| 1Y | +98.5% | +40.6% | +57.9% | +70.3% |
| 3Y | +428.2% | +17.2% | +411.0% | +368.6% |
| 5Y | +657.3% | +61.9% | +595.4% | +479.8% |
| 10Y | +995.9% | +159.3% | +836.6% | +601.8% |
| All | +7,917.6% | +1,401.6% | +6,516.0% | +3,273.2% |
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