+5,623.1%
FLEX vs AME
+16,321.4%
-10,698.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.2% | +7.8% | +9.1% |
| 7D | -7.2% | -1.5% | -5.6% | -5.2% |
| 30D | -34.8% | -4.2% | -30.6% | -31.8% |
| 3M | -35.6% | -5.9% | -29.6% | -31.4% |
| 6M | -45.0% | +2.8% | -47.8% | -44.4% |
| YTD | +29.4% | +16.6% | +12.8% | +21.4% |
| 1Y | +24.8% | +22.1% | +2.7% | +13.7% |
| 3Y | +304.4% | +64.7% | +239.7% | +200.7% |
| 5Y | +484.1% | +76.6% | +407.5% | +315.9% |
| 10Y | +640.4% | +443.9% | +196.5% | +166.5% |
| All | +5,623.1% | +16,321.4% | -10,698.2% | +420.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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