+484.1%
FLEX vs APTV
-77.1%
+561.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +11.5% |
| 7D | -7.2% | -9.8% | +2.6% | -3.3% |
| 30D | -34.8% | -8.9% | -25.9% | -32.3% |
| 3M | -35.6% | -19.5% | -16.1% | -29.6% |
| 6M | -45.0% | -31.1% | -13.9% | -36.5% |
| YTD | +29.4% | -47.5% | +76.9% | +66.7% |
| 1Y | +24.8% | -52.3% | +77.1% | +68.0% |
| 3Y | +304.4% | -45.2% | +349.6% | +386.4% |
| 5Y | +484.1% | -76.9% | +560.9% | +871.7% |
| All | +484.1% | -77.1% | +561.2% | +871.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling