+424.8%
FLEX vs APA
+94.1%
+330.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.3% |
| 7D | +7.5% | +8.5% | -1.1% | +5.8% |
| 30D | -25.3% | +2.8% | -28.1% | -25.7% |
| 3M | -39.7% | +21.7% | -61.4% | -42.1% |
| 6M | -47.9% | +32.6% | -80.5% | -51.3% |
| YTD | +24.1% | +103.7% | -79.6% | +0.2% |
| 1Y | +26.0% | +101.8% | -75.9% | +1.7% |
| 3Y | +282.7% | +48.1% | +234.6% | +216.9% |
| All | +424.8% | +94.1% | +330.7% | +288.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling