+855.1%
APP vs F
+50.3%
+804.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | +61.1% | +1.0% | +60.1% | +60.6% |
| 30D | +42.8% | +2.1% | +40.6% | +41.8% |
| 3M | +16.7% | -10.3% | +26.9% | +19.8% |
| 6M | -15.6% | +3.3% | -18.9% | -16.0% |
| YTD | -41.3% | -2.0% | -39.3% | -41.1% |
| 1Y | -39.3% | -2.3% | -37.0% | -39.1% |
| All | +855.1% | +50.3% | +804.8% | +621.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling