+898.3%
FLEX vs AR
-32.8%
+931.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -13.1% |
| 7D | -28.3% | -11.7% | -16.6% | -26.8% |
| 30D | -45.0% | +1.8% | -46.9% | -45.2% |
| 3M | -45.2% | +6.0% | -51.2% | -45.9% |
| 6M | -30.8% | -7.0% | -23.8% | -30.8% |
| YTD | +10.4% | +5.6% | +4.9% | +7.5% |
| 1Y | +2.3% | +10.8% | -8.6% | -1.4% |
| 3Y | +238.9% | +19.3% | +219.6% | +219.9% |
| 5Y | +386.0% | +73.3% | +312.7% | +321.1% |
| 10Y | +551.1% | +47.6% | +503.5% | +394.0% |
| All | +898.3% | -32.8% | +931.1% | +713.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling