+1,005.1%
FLEX vs APD
+165.5%
+839.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | -0.9% | -2.2% | +1.3% | +0.2% |
| 30D | -10.1% | +2.1% | -12.2% | -11.3% |
| 3M | -31.3% | +7.2% | -38.5% | -34.6% |
| 6M | +71.3% | +11.2% | +60.0% | +59.5% |
| YTD | +81.2% | +24.4% | +56.9% | +57.2% |
| 1Y | +98.5% | +6.7% | +91.8% | +85.2% |
| 3Y | +428.2% | +9.2% | +419.0% | +371.1% |
| 5Y | +657.3% | +27.4% | +629.9% | +492.6% |
| All | +1,005.1% | +165.5% | +839.6% | +435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling