+803.2%
APP vs FLEX
+293.2%
+510.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.9% | -2.7% |
| 7D | +61.1% | -13.6% | +74.7% | +65.8% |
| 30D | +42.8% | -36.5% | +79.3% | +63.4% |
| 3M | +16.7% | -36.4% | +53.1% | +32.0% |
| 6M | -15.6% | -46.5% | +30.9% | -0.8% |
| YTD | -41.3% | +25.9% | -67.2% | -59.8% |
| 1Y | -39.3% | +19.6% | -58.8% | -57.3% |
| 3Y | +803.2% | +287.0% | +516.2% | +219.9% |
| All | +803.2% | +293.2% | +510.0% | +219.9% |
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