+500.0%
APP vs FLEX
+407.4%
+92.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.3% | +8.0% |
| 7D | +71.2% | -19.3% | +90.5% | +82.8% |
| 30D | +39.1% | -41.5% | +80.6% | +71.0% |
| 3M | +16.5% | -43.1% | +59.7% | +43.2% |
| 6M | -16.6% | -48.2% | +31.7% | +2.5% |
| YTD | -41.9% | +15.5% | -57.4% | -60.8% |
| 1Y | -37.0% | +10.2% | -47.2% | -56.4% |
| 3Y | +892.4% | +256.8% | +635.6% | +176.8% |
| 5Y | +297.3% | +408.2% | -110.9% | -20.5% |
| All | +500.0% | +407.4% | +92.7% | +20.3% |
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