+292.6%
APP vs FLR
+93.7%
+199.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.3% | +6.5% | +8.6% |
| 7D | +71.2% | -0.8% | +72.0% | +70.9% |
| 30D | +39.1% | -9.1% | +48.2% | +43.4% |
| 3M | +16.5% | -4.7% | +21.2% | +16.6% |
| 6M | -16.6% | -14.2% | -2.3% | -14.0% |
| YTD | -41.9% | +17.3% | -59.2% | -47.5% |
| 1Y | -37.0% | +4.3% | -41.3% | -40.3% |
| 3Y | +892.4% | +30.7% | +861.7% | +678.2% |
| All | +292.6% | +93.7% | +199.0% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling