+25.0%
FLEX vs APA
+107.6%
-82.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.9% | -5.5% | -14.5% |
| 7D | -17.0% | -13.0% | -4.0% | -20.8% |
| 30D | -33.8% | +2.0% | -35.8% | -32.9% |
| 3M | -39.0% | +24.9% | -63.9% | -32.7% |
| 6M | -15.9% | +7.2% | -23.1% | -10.4% |
| YTD | +27.8% | +87.1% | -59.3% | +35.8% |
| 1Y | +25.0% | +107.2% | -82.2% | +33.3% |
| All | +25.0% | +107.6% | -82.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling