+391.7%
APP vs FLR
+146.9%
+244.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.6% | +3.0% |
| 7D | +0.9% | +5.4% | -4.5% | -1.1% |
| 30D | -23.3% | +11.4% | -34.7% | -26.5% |
| 3M | -42.6% | +11.4% | -54.0% | -45.5% |
| 6M | -33.6% | +16.6% | -50.2% | -38.7% |
| YTD | -52.4% | +41.7% | -94.1% | -59.0% |
| 1Y | -35.9% | +35.4% | -71.3% | -44.3% |
| 3Y | +642.2% | +57.3% | +584.9% | +474.8% |
| 5Y | +311.1% | +241.0% | +70.1% | +162.0% |
| All | +391.7% | +146.9% | +244.8% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling