+71.3%
FLEX vs APA
+40.1%
+31.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | -0.5% |
| 7D | -0.9% | +0.5% | -1.4% | -0.4% |
| 30D | -10.1% | +23.4% | -33.5% | +3.2% |
| 3M | -31.3% | +12.7% | -44.0% | -25.7% |
| 6M | +71.3% | +39.4% | +31.9% | +90.0% |
| All | +71.3% | +40.1% | +31.2% | +90.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling