+424.8%
FLEX vs AG
0.0%
+424.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.5% |
| 7D | +7.5% | -10.0% | +17.4% | +9.8% |
| 30D | -25.3% | -10.5% | -14.8% | -23.6% |
| 3M | -39.7% | -27.3% | -12.4% | -36.0% |
| 6M | -47.9% | -43.0% | -4.9% | -42.7% |
| YTD | +24.1% | -17.9% | +42.0% | +27.0% |
| 1Y | +26.0% | +11.9% | +14.0% | +22.2% |
| 3Y | +282.7% | +201.8% | +80.9% | +203.9% |
| All | +424.8% | 0.0% | +424.8% | +412.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling