+1,237.1%
AAPL vs FLEX
+1,045.8%
+191.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -3.0% | +6.4% | -9.3% | -4.4% |
| 30D | +2.3% | -5.9% | +8.2% | +3.4% |
| 3M | +8.6% | -23.5% | +32.1% | +13.2% |
| 6M | +21.6% | +83.7% | -62.2% | -4.0% |
| YTD | +16.3% | +86.5% | -70.2% | -9.3% |
| 1Y | +35.1% | +100.5% | -65.4% | +1.9% |
| 3Y | +79.4% | +469.8% | -390.5% | -7.5% |
| 5Y | +109.8% | +725.7% | -615.8% | -6.1% |
| 10Y | +1,237.1% | +1,086.7% | +150.4% | +392.4% |
| All | +1,237.1% | +1,045.8% | +191.3% | +392.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling