+2,008.6%
FLEX vs AU
+607.0%
+1,401.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.8% |
| 7D | +7.5% | -7.2% | +14.7% | +8.4% |
| 30D | -25.3% | -2.9% | -22.4% | -25.1% |
| 3M | -39.7% | -8.7% | -31.0% | -39.2% |
| 6M | -47.9% | -14.1% | -33.7% | -47.2% |
| YTD | +24.1% | +4.8% | +19.3% | +22.8% |
| 1Y | +26.0% | +11.9% | +14.1% | +23.6% |
| 3Y | +282.7% | +513.8% | -231.1% | +209.7% |
| 5Y | +424.2% | +379.3% | +45.0% | +325.1% |
| 10Y | +613.8% | +837.1% | -223.3% | +407.2% |
| All | +2,008.6% | +607.0% | +1,401.6% | +1,556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling