+298.1%
APP vs FTV
+17.3%
+280.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | +4.6% | +3.9% | +0.7% | +1.5% |
| 30D | +56.0% | +18.7% | +37.4% | +33.8% |
| 3M | +30.8% | +10.0% | +20.8% | +18.8% |
| 6M | -9.8% | +14.6% | -24.4% | -21.9% |
| YTD | -39.3% | +23.4% | -62.7% | -52.4% |
| 1Y | -26.4% | +31.3% | -57.7% | -46.2% |
| 3Y | +887.9% | +39.8% | +848.1% | +550.3% |
| All | +298.1% | +17.3% | +280.7% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling