+292.6%
APP vs FTV
+12.0%
+280.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +9.9% |
| 7D | +71.2% | +0.2% | +71.0% | +69.2% |
| 30D | +39.1% | +15.7% | +23.4% | +21.8% |
| 3M | +16.5% | +7.5% | +9.0% | +7.8% |
| 6M | -16.6% | +8.5% | -25.0% | -24.2% |
| YTD | -41.9% | +18.8% | -60.7% | -53.0% |
| 1Y | -37.0% | +28.5% | -65.6% | -53.3% |
| 3Y | +892.4% | +34.0% | +858.4% | +580.5% |
| All | +292.6% | +12.0% | +280.6% | +168.4% |
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