+10.2%
FLEX vs AMT
+9.8%
+0.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.2% | +3.5% |
| 7D | -19.3% | +0.5% | -19.9% | -18.9% |
| 30D | -41.5% | +13.6% | -55.1% | -38.9% |
| 3M | -43.1% | +11.5% | -54.6% | -40.9% |
| 6M | -48.2% | +6.9% | -55.1% | -45.8% |
| YTD | +15.5% | +10.8% | +4.7% | +19.5% |
| 1Y | +10.2% | +10.3% | -0.1% | +14.6% |
| All | +10.2% | +9.8% | +0.4% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling