+503.8%
APP vs FLR
+117.7%
+386.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -2.0% |
| 7D | +10.6% | +10.1% | +0.5% | +7.1% |
| 30D | +44.6% | -0.5% | +45.0% | +44.1% |
| 3M | +29.6% | -4.8% | +34.4% | +30.7% |
| 6M | -19.8% | +10.7% | -30.5% | -24.4% |
| YTD | -41.6% | +25.0% | -66.5% | -47.7% |
| 1Y | -32.7% | +8.3% | -41.0% | -36.5% |
| 3Y | +799.0% | +36.8% | +762.2% | +627.6% |
| 5Y | +250.4% | +121.8% | +128.6% | +145.1% |
| All | +503.8% | +117.7% | +386.1% | +319.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling