+391.7%
APP vs FTV
+6.8%
+384.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +3.0% |
| 7D | +0.9% | -4.5% | +5.4% | +4.6% |
| 30D | -23.3% | -7.1% | -16.2% | -18.6% |
| 3M | -42.6% | -7.2% | -35.5% | -39.7% |
| 6M | -33.6% | -1.5% | -32.1% | -34.2% |
| YTD | -52.4% | +3.5% | -55.9% | -55.8% |
| 1Y | -35.9% | +20.3% | -56.2% | -49.3% |
| 3Y | +642.2% | -3.1% | +645.3% | +624.7% |
| 5Y | +311.1% | +2.3% | +308.7% | +228.8% |
| All | +391.7% | +6.8% | +384.9% | +290.6% |
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 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