+22.8%
FLEX vs APD
+21.8%
+1.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +12.6% |
| 7D | -7.2% | -1.6% | -5.6% | -7.6% |
| 30D | -34.8% | +10.6% | -45.4% | -32.6% |
| 3M | -35.6% | +2.5% | -38.1% | -34.9% |
| 6M | -45.0% | +6.0% | -51.0% | -44.1% |
| YTD | +29.4% | +28.4% | +0.9% | +40.4% |
| All | +22.8% | +21.8% | +1.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling