+166.5%
FLEX vs AS
+133.7%
+32.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.8% |
| 7D | -28.3% | +7.1% | -35.4% | -30.3% |
| 30D | -45.0% | +12.8% | -57.8% | -47.6% |
| 3M | -45.2% | -14.7% | -30.5% | -42.5% |
| 6M | -30.8% | -9.9% | -20.9% | -29.1% |
| YTD | +10.4% | -16.1% | +26.6% | +15.3% |
| 1Y | +2.3% | +0.2% | +2.1% | +0.4% |
| All | +166.5% | +133.7% | +32.8% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling