+506.6%
APP vs FDS
+10.9%
+495.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +61.1% | -2.0% | +63.1% | +62.2% |
| 30D | +42.8% | +13.5% | +29.3% | +33.8% |
| 3M | +16.7% | +15.2% | +1.5% | +7.6% |
| 6M | -15.6% | +47.0% | -62.6% | -32.5% |
| YTD | -41.3% | +13.9% | -55.2% | -47.1% |
| 1Y | -39.3% | +25.2% | -64.4% | -48.9% |
| 3Y | +803.2% | -25.3% | +828.5% | +922.5% |
| 5Y | +313.2% | -23.3% | +336.5% | +342.1% |
| All | +506.6% | +10.9% | +495.7% | +609.7% |
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