+640.4%
FLEX vs AMT
+116.9%
+523.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | -7.2% | +0.4% | -7.5% | -7.4% |
| 30D | -34.8% | +3.7% | -38.5% | -35.6% |
| 3M | -35.6% | +10.7% | -46.3% | -37.6% |
| 6M | -45.0% | +9.3% | -54.3% | -47.2% |
| YTD | +29.4% | +10.9% | +18.4% | +22.8% |
| 1Y | +24.8% | +10.5% | +14.3% | +18.6% |
| 3Y | +304.4% | +15.5% | +288.9% | +252.6% |
| 5Y | +484.1% | -20.6% | +504.7% | +494.8% |
| 10Y | +640.4% | +124.5% | +515.9% | +457.1% |
| All | +640.4% | +116.9% | +523.5% | +457.1% |
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