+98.5%
FLEX vs AG
+125.2%
-26.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.0% |
| 7D | -0.9% | +1.0% | -1.9% | -1.2% |
| 30D | -10.1% | +19.2% | -29.3% | -14.7% |
| 3M | -31.3% | +6.2% | -37.5% | -33.5% |
| 6M | +71.3% | -26.7% | +98.0% | +72.6% |
| YTD | +81.2% | +26.1% | +55.1% | +69.6% |
| 1Y | +98.5% | +131.7% | -33.2% | +72.0% |
| All | +98.5% | +125.2% | -26.7% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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