+500.0%
APP vs FTI
+767.0%
-267.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.7% | +9.1% |
| 7D | +71.2% | -7.6% | +78.8% | +74.2% |
| 30D | +39.1% | -7.1% | +46.2% | +40.9% |
| 3M | +16.5% | -8.7% | +25.3% | +18.2% |
| 6M | -16.6% | -14.0% | -2.6% | -14.8% |
| YTD | -41.9% | +42.8% | -84.8% | -49.9% |
| 1Y | -37.0% | +50.4% | -87.4% | -46.6% |
| 3Y | +892.4% | +194.1% | +698.3% | +593.6% |
| 5Y | +297.3% | +775.2% | -477.9% | +117.6% |
| All | +500.0% | +767.0% | -267.0% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling