+2,341.1%
FLEX vs AMT
+1,311.4%
+1,029.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -10.1% | +4.6% | -14.8% | -11.7% |
| 3M | -31.3% | -8.4% | -22.9% | -30.1% |
| 6M | +71.3% | -6.0% | +77.3% | +71.7% |
| YTD | +81.2% | +2.1% | +79.1% | +75.1% |
| 1Y | +98.5% | -6.4% | +104.9% | +97.6% |
| 3Y | +428.2% | +8.1% | +420.2% | +376.7% |
| 5Y | +657.3% | -31.9% | +689.2% | +701.9% |
| 10Y | +995.9% | +97.1% | +898.8% | +663.5% |
| All | +2,341.1% | +1,311.4% | +1,029.7% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling