+136.3%
FLEX vs AMRZ
-13.6%
+149.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | -31.3% | -19.2% | -12.2% | -25.7% |
| 6M | +71.3% | -29.3% | +100.6% | +90.6% |
| YTD | +81.2% | -18.0% | +99.2% | +95.0% |
| 1Y | +98.5% | -15.1% | +113.6% | +108.3% |
| All | +136.3% | -13.6% | +149.9% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling