+4,785.6%
FLEX vs APD
+2,778.3%
+2,007.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -11.9% |
| 7D | -28.3% | -0.7% | -27.6% | -28.0% |
| 30D | -45.0% | +10.1% | -55.2% | -48.2% |
| 3M | -45.2% | +4.9% | -50.1% | -47.1% |
| 6M | -30.8% | +2.5% | -33.3% | -33.1% |
| YTD | +10.4% | +27.8% | -17.3% | -7.0% |
| 1Y | +2.3% | +32.9% | -30.6% | -17.3% |
| 3Y | +238.9% | +13.4% | +225.5% | +190.7% |
| 5Y | +386.0% | +12.8% | +373.2% | +311.9% |
| 10Y | +551.1% | +194.6% | +356.5% | +203.7% |
| All | +4,785.6% | +2,778.3% | +2,007.3% | +788.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling