+452.4%
FLEX vs AMT
-18.9%
+471.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.7% |
| 7D | -13.6% | +1.6% | -15.3% | -13.7% |
| 30D | -36.5% | +4.5% | -41.0% | -36.7% |
| 3M | -36.4% | +13.8% | -50.2% | -37.0% |
| 6M | -46.5% | +10.0% | -56.5% | -47.1% |
| YTD | +25.9% | +11.8% | +14.2% | +23.8% |
| 1Y | +19.6% | +10.2% | +9.3% | +17.9% |
| 3Y | +287.0% | +15.1% | +271.9% | +248.9% |
| All | +452.4% | -18.9% | +471.3% | +469.2% |
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 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