+626.9%
FLEX vs APA
+0.4%
+626.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -3.0% |
| 7D | -13.6% | -5.5% | -8.1% | -12.2% |
| 30D | -36.5% | -1.2% | -35.3% | -36.4% |
| 3M | -36.4% | +10.6% | -47.0% | -38.3% |
| 6M | -46.5% | +28.4% | -74.9% | -50.6% |
| YTD | +25.9% | +89.7% | -63.8% | +2.1% |
| 1Y | +19.6% | +90.6% | -71.0% | -3.5% |
| 3Y | +287.0% | +36.9% | +250.1% | +228.0% |
| 5Y | +466.6% | +83.2% | +383.4% | +321.5% |
| 10Y | +626.9% | -0.1% | +627.0% | +340.8% |
| All | +626.9% | +0.4% | +626.6% | +340.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling