+19.6%
FLEX vs APA
+91.9%
-72.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -2.3% |
| 7D | -13.6% | -5.5% | -8.1% | -15.5% |
| 30D | -36.5% | -1.2% | -35.3% | -36.5% |
| 3M | -36.4% | +10.6% | -47.0% | -33.4% |
| 6M | -46.5% | +28.4% | -74.9% | -39.9% |
| YTD | +25.9% | +89.7% | -63.8% | +28.5% |
| 1Y | +19.6% | +90.6% | -71.0% | +23.6% |
| All | +19.6% | +91.9% | -72.3% | +23.6% |
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