+528.8%
APP vs FLR
+121.2%
+407.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.3% | -3.5% | +2.0% |
| 7D | +79.2% | +8.5% | +70.6% | +73.4% |
| 30D | +48.0% | -0.7% | +48.7% | +47.7% |
| 3M | +18.2% | -11.7% | +29.9% | +22.3% |
| 6M | -12.5% | +16.2% | -28.7% | -18.9% |
| YTD | -39.2% | +27.0% | -66.2% | -45.8% |
| 1Y | -33.9% | +10.1% | -43.9% | -38.0% |
| 3Y | +933.3% | +46.2% | +887.1% | +719.6% |
| 5Y | +295.9% | +121.4% | +174.4% | +176.1% |
| All | +528.8% | +121.2% | +407.6% | +334.5% |
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