+183.2%
APD vs FLR
+10.4%
+172.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.2% | +5.1% | -5.3% | -0.7% |
| 30D | +11.0% | -0.5% | +11.5% | +10.9% |
| 3M | +1.3% | -3.5% | +4.8% | +1.4% |
| 6M | +6.4% | +16.5% | -10.1% | +3.9% |
| YTD | +28.9% | +27.3% | +1.6% | +24.2% |
| 1Y | +23.2% | +10.6% | +12.6% | +20.4% |
| 3Y | +26.3% | +39.4% | -13.0% | +18.0% |
| 5Y | +12.0% | +126.4% | -114.4% | -0.9% |
| 10Y | +183.2% | +8.4% | +174.8% | +184.3% |
| All | +183.2% | +10.4% | +172.8% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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