+169.1%
APD vs FLR
+17.1%
+151.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.5% |
| 7D | -4.6% | -3.1% | -1.5% | -4.3% |
| 30D | -4.2% | +4.9% | -9.1% | -4.7% |
| 3M | +5.0% | +10.8% | -5.8% | +3.4% |
| 6M | +8.9% | +19.7% | -10.7% | +6.0% |
| YTD | +21.9% | +38.4% | -16.5% | +16.7% |
| 1Y | +5.6% | +34.7% | -29.1% | +1.0% |
| 3Y | +6.9% | +56.7% | -49.8% | -1.1% |
| 5Y | +25.3% | +241.6% | -216.3% | +7.1% |
| 10Y | +169.1% | +20.2% | +148.8% | +161.4% |
| All | +169.1% | +17.1% | +151.9% | +161.4% |
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