+952.6%
APH vs FLEX
+631.1%
+321.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | 0.0% |
| 7D | -5.0% | -13.6% | +8.6% | 0.0% |
| 30D | -8.4% | -36.5% | +28.1% | +7.3% |
| 3M | -4.5% | -36.4% | +31.9% | +11.6% |
| 6M | +25.3% | -46.5% | +71.8% | +53.2% |
| YTD | +18.9% | +25.9% | -7.0% | +1.1% |
| 1Y | +11.9% | +19.6% | -7.6% | -3.3% |
| 3Y | +278.0% | +287.0% | -9.1% | +106.4% |
| 5Y | +306.4% | +466.6% | -160.2% | +89.8% |
| All | +952.6% | +631.1% | +321.5% | +298.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling