+256.8%
FLEX vs APA
+24.2%
+232.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +1.9% | +4.2% |
| 7D | -19.3% | -15.5% | -3.8% | -17.7% |
| 30D | -41.5% | +2.4% | -43.9% | -41.7% |
| 3M | -43.1% | +22.8% | -65.9% | -44.8% |
| 6M | -48.2% | +17.9% | -66.2% | -49.7% |
| YTD | +15.5% | +87.7% | -72.2% | -5.1% |
| 1Y | +10.2% | +94.2% | -84.0% | -10.8% |
| 3Y | +256.8% | +27.2% | +229.6% | +205.3% |
| All | +256.8% | +24.2% | +232.6% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling