+1,581.9%
FLEX vs AGI
+5,459.2%
-3,877.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.7% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -10.1% | +18.2% | -28.4% | -11.7% |
| 3M | -31.3% | -4.1% | -27.2% | -31.3% |
| 6M | +71.3% | -28.7% | +100.0% | +76.0% |
| YTD | +81.2% | -4.0% | +85.2% | +80.8% |
| 1Y | +98.5% | +17.4% | +81.1% | +94.4% |
| 3Y | +428.2% | +203.0% | +225.2% | +373.3% |
| 5Y | +657.3% | +376.7% | +280.6% | +547.5% |
| 10Y | +995.9% | +407.5% | +588.4% | +783.8% |
| All | +1,581.9% | +5,459.2% | -3,877.2% | +1,170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling