+527.5%
APP vs FFIV
+46.3%
+481.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +5.9% |
| 7D | +4.6% | -0.5% | +5.1% | +4.9% |
| 30D | +56.0% | -32.4% | +88.4% | +102.5% |
| 3M | +30.8% | -25.7% | +56.5% | +54.5% |
| 6M | -9.8% | -13.5% | +3.7% | -7.7% |
| YTD | -39.3% | +21.1% | -60.4% | -54.1% |
| 1Y | -26.4% | +29.4% | -55.9% | -47.6% |
| 3Y | +887.9% | +94.9% | +793.0% | +367.8% |
| 5Y | +264.1% | +34.7% | +229.4% | +123.1% |
| All | +527.5% | +46.3% | +481.1% | +246.2% |
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