+442.4%
FLEX vs AR
+40.7%
+401.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.9% | +2.5% | -3.4% | -1.5% |
| 30D | -10.1% | +14.8% | -24.9% | -13.1% |
| 3M | -31.3% | +6.2% | -37.6% | -32.6% |
| 6M | +71.3% | +4.3% | +67.0% | +66.0% |
| YTD | +81.2% | +14.4% | +66.9% | +68.6% |
| 1Y | +98.5% | +21.3% | +77.2% | +79.5% |
| All | +442.4% | +40.7% | +401.7% | +371.6% |
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