+1,000.1%
FLEX vs AMT
+96.2%
+903.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -10.1% | +4.6% | -14.8% | -11.3% |
| 3M | -31.3% | -8.4% | -22.9% | -30.2% |
| 6M | +71.3% | -6.0% | +77.3% | +72.1% |
| YTD | +81.2% | +2.1% | +79.1% | +76.5% |
| 1Y | +98.5% | -6.4% | +104.9% | +98.4% |
| 3Y | +428.2% | +8.1% | +420.2% | +368.7% |
| 5Y | +657.3% | -31.9% | +689.2% | +715.5% |
| All | +1,000.1% | +96.2% | +903.8% | +772.7% |
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