+626.9%
FLEX vs APD
+187.0%
+439.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.9% |
| 7D | -13.6% | -0.2% | -13.4% | -13.4% |
| 30D | -36.5% | +11.0% | -47.5% | -40.0% |
| 3M | -36.4% | +1.3% | -37.8% | -37.2% |
| 6M | -46.5% | +6.4% | -52.8% | -48.9% |
| YTD | +25.9% | +28.9% | -3.0% | +6.8% |
| 1Y | +19.6% | +23.2% | -3.7% | +3.0% |
| 3Y | +287.0% | +26.3% | +260.7% | +217.1% |
| 5Y | +466.6% | +12.0% | +454.6% | +386.2% |
| 10Y | +626.9% | +183.2% | +443.8% | +235.2% |
| All | +626.9% | +187.0% | +439.9% | +235.2% |
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