+503.8%
APP vs FND
-54.1%
+557.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.6% | -0.7% |
| 7D | +10.6% | -5.1% | +15.7% | +13.3% |
| 30D | +44.6% | +9.2% | +35.4% | +37.8% |
| 3M | +29.6% | -17.7% | +47.3% | +40.7% |
| 6M | -19.8% | +2.5% | -22.2% | -23.0% |
| YTD | -41.6% | -19.8% | -21.8% | -38.6% |
| 1Y | -32.7% | -22.7% | -10.0% | -28.1% |
| 3Y | +799.0% | -38.3% | +837.3% | +792.7% |
| 5Y | +250.4% | -63.0% | +313.3% | +357.2% |
| All | +503.8% | -54.1% | +557.9% | +643.2% |
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