+424.8%
FLEX vs AMT
-15.7%
+440.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | +7.5% | +1.5% | +5.9% | +7.4% |
| 30D | -25.3% | +6.8% | -32.1% | -25.6% |
| 3M | -39.7% | +11.2% | -50.9% | -40.2% |
| 6M | -47.9% | +12.5% | -60.3% | -48.5% |
| YTD | +24.1% | +12.5% | +11.6% | +22.0% |
| 1Y | +26.0% | +10.1% | +15.8% | +24.3% |
| 3Y | +282.7% | +16.0% | +266.7% | +244.5% |
| All | +424.8% | -15.7% | +440.5% | +414.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling