+391.7%
APP vs FLEX
+696.3%
-304.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.3% |
| 30D | -23.3% | -10.1% | -13.1% | -19.7% |
| 3M | -42.6% | -31.3% | -11.3% | -33.1% |
| 6M | -33.6% | +71.3% | -104.9% | -60.4% |
| YTD | -52.4% | +81.2% | -133.7% | -72.5% |
| 1Y | -35.9% | +98.5% | -134.4% | -66.0% |
| 3Y | +642.2% | +428.2% | +214.0% | +83.8% |
| 5Y | +311.1% | +657.3% | -346.2% | -29.1% |
| All | +391.7% | +696.3% | -304.6% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling