-35.9%
APP vs FLR
+31.2%
-67.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.6% | +2.9% |
| 7D | +0.9% | +5.4% | -4.5% | -0.8% |
| 30D | -23.3% | +11.4% | -34.7% | -26.1% |
| 3M | -42.6% | +11.4% | -54.0% | -45.1% |
| 6M | -33.6% | +16.6% | -50.2% | -38.7% |
| YTD | -52.4% | +41.7% | -94.1% | -57.5% |
| 1Y | -35.9% | +35.4% | -71.3% | -40.1% |
| All | -35.9% | +31.2% | -67.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling