+378.5%
APP vs FTI
+966.9%
-588.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -10.0% | +12.3% | -22.4% | -13.1% |
| 3M | -44.6% | +13.8% | -58.4% | -47.2% |
| 6M | -37.9% | +24.3% | -62.1% | -42.9% |
| YTD | -53.7% | +75.8% | -129.5% | -62.0% |
| 1Y | -43.0% | +99.6% | -142.6% | -55.2% |
| 3Y | +640.8% | +278.4% | +362.3% | +388.3% |
| 5Y | +358.8% | +1,168.7% | -809.9% | +133.4% |
| All | +378.5% | +966.9% | -588.3% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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