+653.5%
APP vs FLEX
+431.9%
+221.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.7% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | -23.3% | -10.1% | -13.1% | -20.5% |
| 3M | -42.6% | -31.3% | -11.3% | -35.2% |
| 6M | -33.6% | +71.3% | -104.9% | -57.1% |
| YTD | -52.4% | +81.2% | -133.7% | -70.0% |
| 1Y | -35.9% | +98.5% | -134.4% | -62.6% |
| All | +653.5% | +431.9% | +221.6% | +160.5% |
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 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