-16.6%
APP vs FLR
-12.3%
-4.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.3% | +6.5% | +9.4% |
| 7D | +71.2% | -0.8% | +72.0% | +70.7% |
| 30D | +39.1% | -9.1% | +48.2% | +41.4% |
| 3M | +16.5% | -4.7% | +21.2% | +16.2% |
| 6M | -16.6% | -14.2% | -2.3% | -15.0% |
| All | -16.6% | -12.3% | -4.2% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling