+1,112.9%
FLEX vs AGI
+4,416.0%
-3,303.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.8% | +6.5% | +4.0% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -32.6% | -7.6% | -25.0% | -32.2% |
| 3M | -35.5% | -10.2% | -25.3% | -35.0% |
| 6M | -45.6% | -31.5% | -14.1% | -43.9% |
| YTD | +30.7% | -22.0% | +52.7% | +32.7% |
| 1Y | +28.4% | -7.9% | +36.3% | +28.5% |
| 3Y | +301.7% | +137.6% | +164.1% | +267.8% |
| 5Y | +473.3% | +256.7% | +216.5% | +402.5% |
| 10Y | +651.7% | +405.2% | +246.6% | +509.3% |
| All | +1,112.9% | +4,416.0% | -3,303.1% | +832.7% |
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