+644.7%
FLEX vs AMT
+134.2%
+510.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +17.1% | -2.2% | +19.2% | +17.6% |
| 30D | -29.5% | +5.8% | -35.3% | -30.8% |
| 3M | -37.3% | +12.6% | -49.8% | -39.5% |
| 6M | -44.1% | +8.3% | -52.4% | -46.1% |
| YTD | +29.3% | +11.4% | +17.9% | +22.6% |
| 1Y | +24.2% | +7.7% | +16.4% | +19.1% |
| 3Y | +297.3% | +14.8% | +282.5% | +247.7% |
| 5Y | +446.2% | -18.0% | +464.1% | +448.5% |
| All | +644.7% | +134.2% | +510.6% | +443.2% |
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