+2,371.4%
FLEX vs APTV
+194.6%
+2,176.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | 0.0% |
| 7D | -0.9% | +4.8% | -5.7% | -3.2% |
| 30D | -10.1% | +2.0% | -12.1% | -11.3% |
| 3M | -31.3% | -34.2% | +2.9% | -16.6% |
| 6M | +71.3% | -34.7% | +105.9% | +106.4% |
| YTD | +81.2% | -37.0% | +118.2% | +120.7% |
| 1Y | +98.5% | -40.4% | +138.9% | +148.5% |
| 3Y | +428.2% | -54.1% | +482.4% | +619.8% |
| 5Y | +657.3% | -68.0% | +725.3% | +1,085.1% |
| 10Y | +995.9% | -15.5% | +1,011.4% | +851.6% |
| All | +2,371.4% | +194.6% | +2,176.9% | +854.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling