+506.6%
APP vs FLR
+121.7%
+384.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | +61.1% | +5.1% | +56.0% | +57.6% |
| 30D | +42.8% | -0.5% | +43.2% | +42.3% |
| 3M | +16.7% | -3.5% | +20.1% | +17.0% |
| 6M | -15.6% | +16.5% | -32.1% | -21.8% |
| YTD | -41.3% | +27.3% | -68.6% | -47.8% |
| 1Y | -39.3% | +10.6% | -49.9% | -43.2% |
| 3Y | +803.2% | +39.4% | +763.8% | +626.3% |
| 5Y | +313.2% | +126.4% | +186.8% | +187.0% |
| All | +506.6% | +121.7% | +384.9% | +318.8% |
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