+528.8%
APP vs F
+38.8%
+490.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | +79.2% | -0.6% | +79.8% | +79.4% |
| 30D | +48.0% | +2.9% | +45.1% | +46.2% |
| 3M | +18.2% | -9.5% | +27.7% | +22.3% |
| 6M | -12.5% | +4.0% | -16.5% | -14.7% |
| YTD | -39.2% | -1.3% | -37.9% | -40.1% |
| 1Y | -33.9% | -1.9% | -31.9% | -34.8% |
| 3Y | +933.3% | +53.5% | +879.8% | +695.3% |
| 5Y | +295.9% | -15.1% | +311.0% | +252.5% |
| All | +528.8% | +38.8% | +490.0% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling