-26.3%
APH vs FLEX
+102.8%
-129.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.2% | -48.0% | -47.9% |
| 7D | -48.7% | -5.0% | -43.7% | -48.0% |
| 30D | -51.9% | -10.1% | -41.8% | -50.5% |
| 3M | -43.6% | -31.3% | -12.2% | -38.0% |
| 6M | -37.5% | +71.3% | -108.8% | -53.5% |
| YTD | -38.6% | +81.2% | -119.9% | -55.5% |
| 1Y | -26.3% | +98.5% | -124.8% | -49.6% |
| All | -26.3% | +102.8% | -129.2% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling