+614.8%
FLEX vs APD
+191.9%
+422.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +7.5% | +3.8% | +3.6% | +5.5% |
| 30D | -25.3% | +8.2% | -33.5% | -28.4% |
| 3M | -39.7% | +4.3% | -44.0% | -41.3% |
| 6M | -47.9% | +4.7% | -52.6% | -49.8% |
| YTD | +24.1% | +31.5% | -7.4% | +4.2% |
| 1Y | +26.0% | +23.5% | +2.4% | +8.6% |
| 3Y | +282.7% | +29.1% | +253.6% | +210.1% |
| 5Y | +424.2% | +15.9% | +408.3% | +341.3% |
| All | +614.8% | +191.9% | +422.9% | +222.5% |
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