+2,979.6%
FLEX vs AU
+793.6%
+2,186.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | -0.9% | -3.6% | +2.7% | -0.5% |
| 30D | -10.1% | +23.9% | -34.0% | -12.6% |
| 3M | -31.3% | +19.1% | -50.4% | -33.0% |
| 6M | +71.3% | -0.2% | +71.4% | +70.3% |
| YTD | +81.2% | +32.5% | +48.8% | +74.6% |
| 1Y | +98.5% | +96.9% | +1.6% | +83.1% |
| 3Y | +428.2% | +614.7% | -186.5% | +318.4% |
| 5Y | +657.3% | +647.7% | +9.6% | +484.9% |
| 10Y | +995.9% | +679.2% | +316.7% | +692.2% |
| All | +2,979.6% | +793.6% | +2,186.0% | +2,255.8% |
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 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