+25.0%
FLEX vs AS
+3.3%
+21.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.1% | -17.4% | -14.3% |
| 7D | -17.0% | +13.8% | -30.7% | -21.7% |
| 30D | -33.8% | +16.7% | -50.5% | -38.4% |
| 3M | -39.0% | -11.5% | -27.5% | -35.9% |
| 6M | -15.9% | -5.5% | -10.4% | -15.1% |
| YTD | +27.8% | -14.2% | +42.0% | +30.3% |
| 1Y | +25.0% | +2.1% | +22.9% | +20.1% |
| All | +25.0% | +3.3% | +21.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling