+26.0%
FLEX vs AS
-3.7%
+29.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | +7.5% | -4.9% | +12.3% | +9.7% |
| 30D | -25.3% | +3.9% | -29.2% | -26.6% |
| 3M | -39.7% | -9.6% | -30.1% | -37.3% |
| 6M | -47.9% | -8.7% | -39.2% | -47.9% |
| YTD | +24.1% | -19.8% | +43.9% | +29.6% |
| 1Y | +26.0% | -1.5% | +27.5% | +25.2% |
| All | +26.0% | -3.7% | +29.7% | +25.2% |
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