+424.8%
FLEX vs AR
+99.4%
+325.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | +7.5% | +7.4% | +0.1% | +5.8% |
| 30D | -25.3% | +5.8% | -31.0% | -26.2% |
| 3M | -39.7% | +5.2% | -44.9% | -40.5% |
| 6M | -47.9% | +5.4% | -53.3% | -49.0% |
| YTD | +24.1% | +12.4% | +11.7% | +17.2% |
| 1Y | +26.0% | +12.8% | +13.1% | +18.8% |
| 3Y | +282.7% | +47.2% | +235.5% | +235.2% |
| All | +424.8% | +99.4% | +325.4% | +328.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling