+442.4%
FLEX vs APD
+9.1%
+433.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -0.9% | -2.2% | +1.3% | -0.4% |
| 30D | -10.1% | +2.1% | -12.2% | -10.7% |
| 3M | -31.3% | +7.2% | -38.5% | -32.8% |
| 6M | +71.3% | +11.2% | +60.0% | +65.5% |
| YTD | +81.2% | +24.4% | +56.9% | +68.6% |
| 1Y | +98.5% | +6.7% | +91.8% | +94.7% |
| All | +442.4% | +9.1% | +433.3% | +410.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling