+378.5%
APP vs FTV
+6.0%
+372.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -10.0% | -8.3% | -1.7% | -3.7% |
| 3M | -44.6% | -7.4% | -37.2% | -41.7% |
| 6M | -37.9% | -1.2% | -36.7% | -38.6% |
| YTD | -53.7% | +2.7% | -56.4% | -56.7% |
| 1Y | -43.0% | +18.4% | -61.4% | -54.2% |
| 3Y | +640.8% | -2.0% | +642.8% | +613.5% |
| 5Y | +358.8% | +3.4% | +355.4% | +268.7% |
| All | +378.5% | +6.0% | +372.6% | +282.6% |
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