+5,470.8%
FLEX vs APD
+2,822.9%
+2,647.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -40.4% |
| 3M | -36.4% | +2.0% | -38.4% | -37.6% |
| 6M | -46.5% | +7.1% | -53.5% | -49.4% |
| YTD | +25.9% | +29.8% | -3.8% | +5.2% |
| 1Y | +19.6% | +24.0% | -4.5% | +1.4% |
| 3Y | +287.0% | +27.2% | +259.8% | +212.4% |
| 5Y | +466.6% | +12.8% | +453.9% | +381.1% |
| 10Y | +626.9% | +185.0% | +441.9% | +246.3% |
| All | +5,470.8% | +2,822.9% | +2,647.9% | +905.3% |
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