+506.6%
APP vs FTV
+27.0%
+479.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -4.2% |
| 7D | +61.1% | +1.4% | +59.7% | +58.1% |
| 30D | +42.8% | +18.3% | +24.5% | +23.6% |
| 3M | +16.7% | +9.8% | +6.9% | +6.6% |
| 6M | -15.6% | +12.3% | -27.9% | -25.1% |
| YTD | -41.3% | +23.1% | -64.4% | -53.2% |
| 1Y | -39.3% | +32.5% | -71.8% | -55.3% |
| 3Y | +803.2% | +38.3% | +764.9% | +522.6% |
| 5Y | +313.2% | +16.8% | +296.3% | +190.4% |
| All | +506.6% | +27.0% | +479.6% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling