+1,618.8%
APD vs FLR
+482.5%
+1,136.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.2% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +9.6% | -9.1% | +18.7% | +11.6% |
| 3M | +1.6% | -4.7% | +6.3% | +1.7% |
| 6M | +2.2% | -14.2% | +16.4% | +3.5% |
| YTD | +25.9% | +17.3% | +8.6% | +17.9% |
| 1Y | +20.1% | +4.3% | +15.9% | +15.4% |
| 3Y | +12.4% | +30.7% | -18.3% | -2.4% |
| 5Y | +11.1% | +101.3% | -90.2% | -15.7% |
| 10Y | +190.1% | +12.4% | +177.8% | +112.6% |
| All | +1,618.8% | +482.5% | +1,136.3% | +595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling