+25.0%
FLEX vs AU
+42.5%
-17.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +8.0% | -20.3% | -15.2% |
| 7D | -17.0% | +0.8% | -17.7% | -17.5% |
| 30D | -33.8% | -7.0% | -26.9% | -32.1% |
| 3M | -39.0% | +8.5% | -47.6% | -42.1% |
| 6M | -15.9% | -1.3% | -14.6% | -17.0% |
| YTD | +27.8% | +6.8% | +21.1% | +23.4% |
| 1Y | +25.0% | +44.6% | -19.6% | +6.8% |
| All | +25.0% | +42.5% | -17.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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