+478.1%
FLEX vs AGI
+208.5%
+269.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.7% |
| 7D | +7.0% | +4.4% | +2.6% | +5.9% |
| 30D | -5.8% | +10.0% | -15.8% | -8.0% |
| 3M | -24.2% | +1.7% | -26.0% | -25.2% |
| 6M | +90.8% | -26.8% | +117.6% | +99.7% |
| YTD | +89.2% | -5.3% | +94.5% | +89.7% |
| 1Y | +104.7% | +11.5% | +93.2% | +99.7% |
| 3Y | +478.1% | +212.9% | +265.2% | +417.3% |
| All | +478.1% | +208.5% | +269.6% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling