+527.5%
APP vs FDS
+13.2%
+514.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | +4.6% | +1.5% | +3.1% | +3.9% |
| 30D | +56.0% | +14.8% | +41.2% | +45.6% |
| 3M | +30.8% | +16.3% | +14.6% | +20.2% |
| 6M | -9.8% | +66.2% | -76.0% | -32.3% |
| YTD | -39.3% | +16.2% | -55.5% | -45.8% |
| 1Y | -26.4% | +21.8% | -48.3% | -36.7% |
| 3Y | +887.9% | -23.9% | +911.8% | +1,010.1% |
| 5Y | +264.1% | -23.1% | +287.2% | +286.4% |
| All | +527.5% | +13.2% | +514.2% | +627.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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