+478.1%
FLEX vs AMCR
+10.1%
+468.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.0% |
| 7D | +7.0% | -1.8% | +8.8% | +7.6% |
| 30D | -5.8% | -6.0% | +0.2% | -4.0% |
| 3M | -24.2% | +18.9% | -43.1% | -30.1% |
| 6M | +90.8% | +5.7% | +85.2% | +80.8% |
| YTD | +89.2% | +11.1% | +78.1% | +75.8% |
| 1Y | +104.7% | +12.7% | +92.0% | +88.9% |
| 3Y | +478.1% | +9.6% | +468.5% | +432.1% |
| All | +478.1% | +10.1% | +468.0% | +432.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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