+25.0%
FLEX vs AR
+14.7%
+10.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.3% | -6.1% | -14.0% |
| 7D | -17.0% | -11.1% | -5.9% | -19.8% |
| 30D | -33.8% | +7.9% | -41.7% | -31.8% |
| 3M | -39.0% | +4.9% | -43.9% | -37.5% |
| 6M | -15.9% | -5.3% | -10.6% | -14.4% |
| YTD | +27.8% | +8.6% | +19.2% | +25.5% |
| 1Y | +25.0% | +13.7% | +11.3% | +21.2% |
| All | +25.0% | +14.7% | +10.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling