+5,008.5%
FLEX vs APA
+518.0%
+4,490.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +1.9% | +3.8% |
| 7D | -19.3% | -15.5% | -3.8% | -15.2% |
| 30D | -41.5% | +2.4% | -43.9% | -42.0% |
| 3M | -43.1% | +22.8% | -65.9% | -46.8% |
| 6M | -48.2% | +17.9% | -66.2% | -51.7% |
| YTD | +15.5% | +87.7% | -72.2% | -8.8% |
| 1Y | +10.2% | +94.2% | -84.0% | -14.1% |
| 3Y | +256.8% | +27.2% | +229.6% | +202.6% |
| 5Y | +408.2% | +74.1% | +334.0% | +267.8% |
| 10Y | +580.8% | +2.6% | +578.2% | +330.6% |
| All | +5,008.5% | +518.0% | +4,490.5% | +2,053.8% |
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