+89.2%
AAPL vs FLEX
+293.2%
-203.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.4% |
| 7D | +5.0% | -13.6% | +18.6% | +5.8% |
| 30D | +3.5% | -36.5% | +40.0% | +6.8% |
| 3M | +13.1% | -36.4% | +49.5% | +16.4% |
| 6M | +19.0% | -46.5% | +65.5% | +23.4% |
| YTD | +28.5% | +25.9% | +2.6% | +13.6% |
| 1Y | +29.7% | +19.6% | +10.1% | +15.4% |
| 3Y | +89.2% | +287.0% | -197.8% | +33.2% |
| All | +89.2% | +293.2% | -203.9% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling