+1,360.5%
AAPL vs FLEX
+637.8%
+722.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +3.1% | +17.1% | -14.0% | -0.6% |
| 30D | +4.0% | -29.5% | +33.5% | +10.9% |
| 3M | +17.4% | -37.3% | +54.7% | +27.8% |
| 6M | +20.5% | -44.1% | +64.6% | +31.7% |
| YTD | +30.9% | +29.3% | +1.6% | +8.8% |
| 1Y | +30.1% | +24.2% | +6.0% | +8.9% |
| 3Y | +92.7% | +297.3% | -204.6% | +6.2% |
| 5Y | +142.2% | +446.2% | -304.0% | +17.3% |
| All | +1,360.5% | +637.8% | +722.7% | +497.2% |
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