-37.1%
APP vs FTI
+48.6%
-85.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +5.0% |
| 7D | +79.2% | -4.3% | +83.5% | +77.7% |
| 30D | +48.0% | -8.0% | +56.0% | +46.3% |
| 3M | +18.2% | -8.0% | +26.3% | +17.1% |
| 6M | -12.5% | -8.7% | -3.8% | -13.3% |
| YTD | -39.2% | +43.9% | -83.0% | -40.9% |
| All | -37.1% | +48.6% | -85.6% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling