+883.4%
APH vs FLEX
+569.0%
+314.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.4% | +2.4% |
| 7D | -5.9% | -19.3% | +13.4% | +1.6% |
| 30D | -14.8% | -41.5% | +26.7% | +2.8% |
| 3M | -12.4% | -43.1% | +30.7% | +6.6% |
| 6M | +8.1% | -48.2% | +56.3% | +33.5% |
| YTD | +10.9% | +15.5% | -4.5% | -2.6% |
| 1Y | +8.8% | +10.2% | -1.4% | -3.1% |
| 3Y | +262.1% | +256.8% | +5.3% | +103.7% |
| 5Y | +283.1% | +408.2% | -125.0% | +86.0% |
| All | +883.4% | +569.0% | +314.4% | +282.6% |
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 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