+565.2%
FLEX vs AMT
+113.8%
+451.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.2% | +5.2% |
| 7D | -19.3% | +0.5% | -19.9% | -19.6% |
| 30D | -41.5% | +13.6% | -55.1% | -43.7% |
| 3M | -43.1% | +11.5% | -54.6% | -44.9% |
| 6M | -48.2% | +6.9% | -55.1% | -49.9% |
| YTD | +15.5% | +10.8% | +4.7% | +9.7% |
| 1Y | +10.2% | +10.3% | -0.1% | +4.9% |
| 3Y | +256.8% | +12.4% | +244.4% | +215.4% |
| 5Y | +408.2% | -20.1% | +428.3% | +415.7% |
| All | +565.2% | +113.8% | +451.4% | +420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling