+520.8%
APP vs FLR
+122.5%
+398.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.2% |
| 7D | +48.9% | +6.3% | +42.6% | +45.2% |
| 30D | +49.4% | +1.8% | +47.6% | +47.8% |
| 3M | +27.0% | -4.4% | +31.4% | +27.9% |
| 6M | -15.4% | +15.9% | -31.3% | -21.5% |
| YTD | -39.9% | +27.7% | -67.7% | -46.6% |
| 1Y | -32.0% | +11.6% | -43.6% | -36.5% |
| 3Y | +824.3% | +39.9% | +784.5% | +642.5% |
| 5Y | +252.4% | +127.5% | +124.9% | +144.5% |
| All | +520.8% | +122.5% | +398.3% | +328.1% |
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