+1,211.6%
FLEX vs AG
+445.6%
+765.9%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.8% |
| 7D | -0.9% | +1.0% | -1.9% | -1.1% |
| 30D | -10.1% | +19.2% | -29.3% | -12.8% |
| 3M | -31.3% | +6.2% | -37.5% | -32.4% |
| 6M | +71.3% | -26.7% | +98.0% | +77.9% |
| YTD | +81.2% | +26.1% | +55.1% | +72.0% |
| 1Y | +98.5% | +131.7% | -33.2% | +70.6% |
| 3Y | +428.2% | +255.3% | +172.9% | +308.5% |
| 5Y | +657.3% | +61.9% | +595.3% | +530.9% |
| 10Y | +995.9% | +72.0% | +923.9% | +702.4% |
| All | +1,211.6% | +445.6% | +765.9% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling