+1,376.2%
FLEX vs AMCR
+100.3%
+1,276.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | -2.4% | +9.8% | +8.5% |
| 30D | -25.3% | +3.6% | -28.9% | -26.8% |
| 3M | -39.7% | -4.2% | -35.5% | -39.2% |
| 6M | -47.9% | +15.5% | -63.4% | -51.9% |
| YTD | +24.1% | +9.7% | +14.4% | +16.2% |
| 1Y | +26.0% | +8.3% | +17.6% | +18.5% |
| 3Y | +282.7% | +15.4% | +267.3% | +241.8% |
| 5Y | +424.2% | -9.1% | +433.3% | +418.5% |
| 10Y | +613.8% | +18.6% | +595.1% | +483.6% |
| All | +1,376.2% | +100.3% | +1,276.0% | +1,054.8% |
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