+298.7%
FLEX vs APA
+43.6%
+255.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.0% | -1.3% |
| 7D | +17.1% | +9.6% | +7.5% | +15.7% |
| 30D | -29.5% | -0.2% | -29.3% | -29.6% |
| 3M | -37.3% | +19.8% | -57.1% | -38.8% |
| 6M | -44.1% | +30.1% | -74.1% | -46.4% |
| YTD | +29.3% | +100.4% | -71.1% | +5.3% |
| 1Y | +24.2% | +105.2% | -81.0% | 0.0% |
| All | +298.7% | +43.6% | +255.1% | +230.1% |
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