+887.9%
APP vs FLR
+35.7%
+852.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.3% |
| 7D | +4.6% | +5.4% | -0.8% | +2.6% |
| 30D | +56.0% | +2.8% | +53.2% | +53.5% |
| 3M | +30.8% | -6.4% | +37.2% | +32.8% |
| 6M | -9.8% | +8.8% | -18.6% | -15.1% |
| YTD | -39.3% | +23.6% | -62.9% | -46.4% |
| 1Y | -26.4% | +13.8% | -40.2% | -32.8% |
| 3Y | +887.9% | +36.5% | +851.5% | +552.8% |
| All | +887.9% | +35.7% | +852.2% | +552.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling