+1,387.5%
FLEX vs AMT
+1,473.8%
-86.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.2% | -13.4% |
| 7D | -28.3% | +4.4% | -32.7% | -29.6% |
| 30D | -45.0% | +17.7% | -62.8% | -48.5% |
| 3M | -45.2% | +16.7% | -61.9% | -48.5% |
| 6M | -30.8% | +11.1% | -42.0% | -34.9% |
| YTD | +10.4% | +13.9% | -3.4% | +2.1% |
| 1Y | +2.3% | +12.5% | -10.3% | -5.0% |
| 3Y | +238.9% | +13.2% | +225.7% | +199.9% |
| 5Y | +386.0% | -17.9% | +403.9% | +378.5% |
| 10Y | +551.1% | +122.8% | +428.3% | +332.4% |
| All | +1,387.5% | +1,473.8% | -86.3% | +377.6% |
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 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