+2,056.1%
FLEX vs AMCR
+100.2%
+1,955.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | -1.9% | +1.0% | -0.2% |
| 30D | -10.1% | -4.1% | -6.1% | -8.8% |
| 3M | -31.3% | +21.7% | -53.0% | -37.6% |
| 6M | +71.3% | +1.5% | +69.8% | +68.2% |
| YTD | +81.2% | +13.1% | +68.1% | +68.9% |
| 1Y | +98.5% | +13.0% | +85.5% | +84.3% |
| 3Y | +428.2% | +6.9% | +421.3% | +391.4% |
| 5Y | +657.3% | -10.5% | +667.7% | +658.4% |
| 10Y | +995.9% | +20.9% | +975.1% | +803.5% |
| All | +2,056.1% | +100.2% | +1,955.9% | +1,599.1% |
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 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