+298.7%
FLEX vs AMCR
+14.2%
+284.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | +17.1% | -4.5% | +21.5% | +18.5% |
| 30D | -29.5% | +4.9% | -34.4% | -30.9% |
| 3M | -37.3% | -4.6% | -32.7% | -36.8% |
| 6M | -44.1% | +15.2% | -59.2% | -47.9% |
| YTD | +29.3% | +9.7% | +19.6% | +20.3% |
| 1Y | +24.2% | +10.5% | +13.7% | +15.2% |
| All | +298.7% | +14.2% | +284.5% | +276.9% |
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