+500.0%
APP vs FDS
+11.6%
+488.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.7% | +13.6% | +11.4% |
| 7D | +71.2% | -0.5% | +71.7% | +70.9% |
| 30D | +39.1% | +20.2% | +18.9% | +27.0% |
| 3M | +16.5% | +19.9% | -3.3% | +5.5% |
| 6M | -16.6% | +56.2% | -72.7% | -35.3% |
| YTD | -41.9% | +14.6% | -56.5% | -47.8% |
| 1Y | -37.0% | +31.6% | -68.6% | -48.7% |
| 3Y | +892.4% | -23.8% | +916.3% | +1,007.0% |
| 5Y | +297.3% | -22.6% | +319.9% | +324.4% |
| All | +500.0% | +11.6% | +488.5% | +600.3% |
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