+7,917.6%
FLEX vs APA
+489.2%
+7,428.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.4% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | -10.1% | +23.4% | -33.5% | -15.9% |
| 3M | -31.3% | +12.7% | -44.0% | -34.6% |
| 6M | +71.3% | +39.4% | +31.9% | +49.4% |
| YTD | +81.2% | +79.0% | +2.3% | +45.8% |
| 1Y | +98.5% | +88.8% | +9.7% | +55.3% |
| 3Y | +428.2% | +6.4% | +421.9% | +372.5% |
| 5Y | +657.3% | +153.0% | +504.3% | +388.0% |
| 10Y | +995.9% | +7.5% | +988.4% | +579.6% |
| All | +7,917.6% | +489.2% | +7,428.4% | +3,340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling