-55.4%
APP vs FTV
+37.8%
-93.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +10.5% |
| 7D | +4.5% | +6.6% | -2.1% | +4.1% |
| 30D | -3.6% | +19.1% | -22.7% | -4.7% |
| 3M | -35.3% | +13.1% | -48.3% | -35.6% |
| 6M | -42.8% | +14.0% | -56.8% | -42.8% |
| YTD | -59.7% | +24.2% | -83.9% | -56.4% |
| 1Y | -55.4% | +36.4% | -91.7% | -49.2% |
| All | -55.4% | +37.8% | -93.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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