+528.8%
APP vs FND
-49.9%
+578.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +2.9% |
| 7D | +79.2% | +8.5% | +70.6% | +71.6% |
| 30D | +48.0% | +17.2% | +30.8% | +36.4% |
| 3M | +18.2% | -14.9% | +33.2% | +26.3% |
| 6M | -12.5% | +3.1% | -15.6% | -16.3% |
| YTD | -39.2% | -12.4% | -26.7% | -38.7% |
| 1Y | -33.9% | -10.0% | -23.9% | -34.7% |
| 3Y | +933.3% | -31.3% | +964.6% | +871.3% |
| 5Y | +295.9% | -60.3% | +356.2% | +399.9% |
| All | +528.8% | -49.9% | +578.7% | +642.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling