+268.0%
APH vs FLEX
+389.8%
-121.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.6% | +4.3% | -3.9% |
| 7D | -12.7% | -28.3% | +15.6% | -0.6% |
| 30D | -19.2% | -45.0% | +25.9% | +1.4% |
| 3M | -16.7% | -45.2% | +28.6% | +4.5% |
| 6M | +5.1% | -30.8% | +36.0% | +13.3% |
| YTD | +6.6% | +10.4% | -3.9% | -9.0% |
| 1Y | +3.9% | +2.3% | +1.6% | -8.5% |
| 3Y | +246.0% | +238.9% | +7.1% | +69.7% |
| 5Y | +268.0% | +386.0% | -118.0% | +42.6% |
| All | +268.0% | +389.8% | -121.8% | +42.6% |
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 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