+241.2%
FLEX vs AR
+20.9%
+220.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -13.0% |
| 7D | -28.3% | -11.7% | -16.6% | -26.3% |
| 30D | -45.0% | +1.8% | -46.9% | -45.2% |
| 3M | -45.2% | +6.0% | -51.2% | -46.2% |
| 6M | -30.8% | -7.0% | -23.8% | -30.5% |
| YTD | +10.4% | +5.6% | +4.9% | +4.3% |
| 1Y | +2.3% | +10.8% | -8.6% | -5.4% |
| All | +241.2% | +20.9% | +220.3% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling