+892.4%
APP vs FLEX
+254.3%
+638.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.3% | +8.5% |
| 7D | +71.2% | -19.3% | +90.5% | +79.8% |
| 30D | +39.1% | -41.5% | +80.6% | +63.2% |
| 3M | +16.5% | -43.1% | +59.7% | +36.8% |
| 6M | -16.6% | -48.2% | +31.7% | -1.9% |
| YTD | -41.9% | +15.5% | -57.4% | -59.3% |
| 1Y | -37.0% | +10.2% | -47.2% | -54.8% |
| 3Y | +892.4% | +256.8% | +635.6% | +251.6% |
| All | +892.4% | +254.3% | +638.1% | +251.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling