+438.7%
APP vs FRSH
-70.7%
+509.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -5.4% |
| 7D | +10.6% | -0.2% | +10.8% | +10.2% |
| 30D | +44.6% | -8.8% | +53.4% | +49.6% |
| 3M | +29.6% | +8.8% | +20.8% | +19.7% |
| 6M | -19.8% | +49.1% | -68.8% | -39.5% |
| YTD | -41.6% | +3.4% | -45.0% | -46.5% |
| 1Y | -32.7% | +8.8% | -41.5% | -40.5% |
| 3Y | +799.0% | -27.4% | +826.4% | +845.5% |
| 5Y | +250.4% | -66.4% | +316.8% | +335.4% |
| All | +438.7% | -70.7% | +509.4% | +594.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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