+378.5%
APP vs FLR
+148.9%
+229.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -10.0% | -0.7% | -9.4% | -10.1% |
| 3M | -44.6% | +14.3% | -59.0% | -47.8% |
| 6M | -37.9% | +25.6% | -63.5% | -44.1% |
| YTD | -53.7% | +42.9% | -96.6% | -60.2% |
| 1Y | -43.0% | +38.7% | -81.7% | -50.8% |
| 3Y | +640.8% | +61.8% | +579.0% | +468.7% |
| 5Y | +358.8% | +254.1% | +104.7% | +190.5% |
| All | +378.5% | +148.9% | +229.7% | +219.4% |
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