-35.9%
APP vs F
+31.3%
-67.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +2.0% |
| 7D | +0.9% | +5.3% | -4.5% | +0.2% |
| 30D | -23.3% | +4.6% | -27.9% | -23.7% |
| 3M | -42.6% | -3.7% | -39.0% | -42.7% |
| 6M | -33.6% | +16.8% | -50.4% | -32.2% |
| YTD | -52.4% | +15.3% | -67.7% | -51.2% |
| 1Y | -35.9% | +31.0% | -66.9% | -35.1% |
| All | -35.9% | +31.3% | -67.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling