+500.0%
APP vs F
+37.9%
+462.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.1% |
| 7D | +71.2% | +1.6% | +69.7% | +70.0% |
| 30D | +39.1% | +2.6% | +36.4% | +37.5% |
| 3M | +16.5% | -8.8% | +25.4% | +20.3% |
| 6M | -16.6% | +4.6% | -21.2% | -18.9% |
| YTD | -41.9% | -1.9% | -40.0% | -42.7% |
| 1Y | -37.0% | -0.8% | -36.3% | -38.3% |
| 3Y | +892.4% | +43.5% | +849.0% | +686.8% |
| 5Y | +297.3% | -12.1% | +309.4% | +253.3% |
| All | +500.0% | +37.9% | +462.1% | +398.8% |
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