+500.0%
APP vs FTV
+22.6%
+477.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +9.9% |
| 7D | +71.2% | +0.2% | +71.0% | +69.3% |
| 30D | +39.1% | +15.7% | +23.4% | +22.4% |
| 3M | +16.5% | +7.5% | +9.0% | +8.1% |
| 6M | -16.6% | +8.5% | -25.0% | -23.9% |
| YTD | -41.9% | +18.8% | -60.7% | -52.5% |
| 1Y | -37.0% | +28.5% | -65.6% | -52.6% |
| 3Y | +892.4% | +34.0% | +858.4% | +599.9% |
| 5Y | +297.3% | +12.6% | +284.7% | +187.0% |
| All | +500.0% | +22.6% | +477.4% | +320.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling