+1,660.6%
APD vs FLR
+532.1%
+1,128.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.2% | +5.1% | -5.3% | -1.4% |
| 30D | +11.0% | -0.5% | +11.5% | +10.8% |
| 3M | +1.3% | -3.5% | +4.8% | +1.5% |
| 6M | +6.4% | +16.5% | -10.1% | +1.0% |
| YTD | +28.9% | +27.3% | +1.6% | +18.6% |
| 1Y | +23.2% | +10.6% | +12.6% | +16.8% |
| 3Y | +26.3% | +39.4% | -13.0% | +8.1% |
| 5Y | +12.0% | +126.4% | -114.4% | -17.2% |
| 10Y | +183.2% | +8.4% | +174.8% | +113.2% |
| All | +1,660.6% | +532.1% | +1,128.5% | +599.4% |
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