+528.8%
APP vs FDS
+11.2%
+517.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | +79.2% | -5.0% | +84.1% | +82.5% |
| 30D | +48.0% | +13.8% | +34.2% | +38.6% |
| 3M | +18.2% | +14.8% | +3.4% | +9.1% |
| 6M | -12.5% | +47.4% | -59.9% | -30.1% |
| YTD | -39.2% | +14.2% | -53.3% | -45.2% |
| 1Y | -33.9% | +26.6% | -60.5% | -44.8% |
| 3Y | +933.3% | -24.4% | +957.7% | +1,058.8% |
| 5Y | +295.9% | -22.6% | +318.5% | +323.6% |
| All | +528.8% | +11.2% | +517.7% | +634.9% |
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