+1,538.3%
FLEX vs AR
-27.2%
+1,565.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -0.9% | +2.5% | -3.4% | -1.3% |
| 30D | -10.1% | +14.8% | -24.9% | -12.3% |
| 3M | -31.3% | +6.2% | -37.6% | -32.3% |
| 6M | +71.3% | +4.3% | +67.0% | +68.0% |
| YTD | +81.2% | +14.4% | +66.9% | +74.4% |
| 1Y | +98.5% | +21.3% | +77.2% | +88.7% |
| 3Y | +428.2% | +39.8% | +388.4% | +386.6% |
| 5Y | +657.3% | +142.1% | +515.2% | +523.3% |
| 10Y | +995.9% | +52.0% | +943.9% | +726.7% |
| All | +1,538.3% | -27.2% | +1,565.5% | +1,220.3% |
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