+416.7%
FLEX vs AMT
-20.2%
+436.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.2% | +4.7% |
| 7D | -19.3% | +0.5% | -19.9% | -19.4% |
| 30D | -41.5% | +13.6% | -55.1% | -42.1% |
| 3M | -43.1% | +11.5% | -54.6% | -43.6% |
| 6M | -48.2% | +6.9% | -55.1% | -48.6% |
| YTD | +15.5% | +10.8% | +4.7% | +13.6% |
| 1Y | +10.2% | +10.3% | -0.1% | +8.6% |
| 3Y | +256.8% | +12.4% | +244.4% | +224.5% |
| All | +416.7% | -20.2% | +436.9% | +438.4% |
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