+98.5%
FLEX vs AMRZ
-14.5%
+113.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -0.9% | -1.9% | +1.0% | -0.1% |
| 30D | -10.1% | -16.9% | +6.8% | -2.7% |
| 3M | -31.3% | -19.2% | -12.2% | -25.2% |
| 6M | +71.3% | -29.3% | +100.6% | +92.9% |
| YTD | +81.2% | -18.0% | +99.2% | +96.0% |
| 1Y | +98.5% | -15.1% | +113.6% | +106.1% |
| All | +98.5% | -14.5% | +113.0% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling