+1,051.6%
FLEX vs AGI
+4,206.7%
-3,155.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | +7.5% | -10.1% | +17.6% | +8.5% |
| 30D | -25.3% | -6.5% | -18.7% | -25.0% |
| 3M | -39.7% | -12.8% | -26.9% | -39.1% |
| 6M | -47.9% | -34.3% | -13.6% | -46.1% |
| YTD | +24.1% | -25.6% | +49.7% | +26.6% |
| 1Y | +26.0% | -14.2% | +40.2% | +26.9% |
| 3Y | +282.7% | +127.3% | +155.4% | +251.9% |
| 5Y | +424.2% | +241.8% | +182.5% | +361.4% |
| 10Y | +613.8% | +381.8% | +232.0% | +481.1% |
| All | +1,051.6% | +4,206.7% | -3,155.1% | +789.5% |
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