+287.0%
FLEX vs APD
+27.2%
+259.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.7% |
| 7D | -13.6% | -0.2% | -13.4% | -13.5% |
| 30D | -36.5% | +11.0% | -47.5% | -37.8% |
| 3M | -36.4% | +1.3% | -37.8% | -36.6% |
| 6M | -46.5% | +6.4% | -52.8% | -47.4% |
| YTD | +25.9% | +28.9% | -3.0% | +16.3% |
| 1Y | +19.6% | +23.2% | -3.7% | +11.3% |
| 3Y | +287.0% | +26.3% | +260.7% | +262.1% |
| All | +287.0% | +27.2% | +259.8% | +262.1% |
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