+640.4%
FLEX vs APD
+192.6%
+447.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +11.0% |
| 7D | -7.2% | -1.6% | -5.6% | -6.3% |
| 30D | -34.8% | +10.6% | -45.4% | -38.2% |
| 3M | -35.6% | +2.5% | -38.1% | -36.8% |
| 6M | -45.0% | +6.0% | -51.0% | -47.4% |
| YTD | +29.4% | +28.4% | +0.9% | +10.0% |
| 1Y | +24.8% | +22.2% | +2.6% | +8.1% |
| 3Y | +304.4% | +26.6% | +277.8% | +230.9% |
| 5Y | +484.1% | +11.8% | +472.3% | +401.8% |
| 10Y | +640.4% | +187.8% | +452.6% | +247.3% |
| All | +640.4% | +192.6% | +447.9% | +247.3% |
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