+1,617.2%
FLEX vs APTV
+143.1%
+1,474.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | -13.6% | -4.3% | -9.4% | -11.9% |
| 30D | -36.5% | -9.7% | -26.8% | -33.5% |
| 3M | -36.4% | -20.6% | -15.9% | -29.3% |
| 6M | -46.5% | -31.7% | -14.8% | -37.0% |
| YTD | +25.9% | -48.0% | +73.9% | +67.5% |
| 1Y | +19.6% | -52.1% | +71.6% | +65.8% |
| 3Y | +287.0% | -47.9% | +334.9% | +390.3% |
| 5Y | +466.6% | -76.9% | +543.5% | +944.0% |
| 10Y | +626.9% | -26.7% | +653.7% | +576.1% |
| All | +1,617.2% | +143.1% | +1,474.1% | +624.8% |
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