-37.1%
APP vs F
-2.1%
-35.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | +79.2% | -0.6% | +79.8% | +79.2% |
| 30D | +48.0% | +2.9% | +45.1% | +47.0% |
| 3M | +18.2% | -9.5% | +27.7% | +20.1% |
| 6M | -12.5% | +4.0% | -16.5% | -7.2% |
| YTD | -39.2% | -1.3% | -37.9% | -35.1% |
| All | -37.1% | -2.1% | -35.0% | -32.4% |
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