+1,454.8%
FLEX vs AMCR
+103.0%
+1,351.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.5% |
| 7D | +2.2% | -8.5% | +10.7% | +6.2% |
| 30D | -32.6% | +6.8% | -39.4% | -34.8% |
| 3M | -35.5% | -5.0% | -30.5% | -34.7% |
| 6M | -45.6% | +13.9% | -59.4% | -49.4% |
| YTD | +30.7% | +11.2% | +19.5% | +21.8% |
| 1Y | +28.4% | +11.3% | +17.0% | +19.3% |
| 3Y | +301.7% | +15.4% | +286.3% | +259.0% |
| 5Y | +473.3% | -7.7% | +481.0% | +463.6% |
| 10Y | +651.7% | +20.2% | +631.5% | +511.3% |
| All | +1,454.8% | +103.0% | +1,351.8% | +1,109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling