+285.2%
APH vs FLEX
+421.8%
-136.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.1% |
| 7D | +4.9% | +7.5% | -2.6% | +1.8% |
| 30D | -5.4% | -25.3% | +19.9% | +5.3% |
| 3M | -5.5% | -39.7% | +34.2% | +13.9% |
| 6M | +25.9% | -47.9% | +73.8% | +57.9% |
| YTD | +16.4% | +24.1% | -7.7% | -5.3% |
| 1Y | +16.5% | +26.0% | -9.5% | -6.3% |
| 3Y | +270.9% | +282.7% | -11.8% | +72.5% |
| All | +285.2% | +421.8% | -136.6% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling