+500.0%
APP vs FFIV
+47.1%
+452.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.1% |
| 7D | +71.2% | -8.1% | +79.3% | +80.3% |
| 30D | +39.1% | -33.4% | +72.5% | +82.7% |
| 3M | +16.5% | -24.7% | +41.3% | +35.6% |
| 6M | -16.6% | -8.8% | -7.7% | -18.6% |
| YTD | -41.9% | +21.8% | -63.7% | -56.2% |
| 1Y | -37.0% | +25.3% | -62.3% | -53.8% |
| 3Y | +892.4% | +101.2% | +791.3% | +357.3% |
| 5Y | +297.3% | +40.2% | +257.1% | +139.6% |
| All | +500.0% | +47.1% | +452.9% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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