+446.2%
APP vs F
+38.9%
+407.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.1% | +32.1% | +31.5% |
| 7D | +39.7% | +1.4% | +38.3% | +38.9% |
| 30D | +27.7% | +2.0% | +25.7% | +26.6% |
| 3M | -14.8% | -10.4% | -4.4% | -11.3% |
| 6M | -25.5% | +9.7% | -35.2% | -29.0% |
| YTD | -47.2% | -1.2% | -46.0% | -48.0% |
| 1Y | -42.3% | 0.0% | -42.3% | -43.6% |
| 3Y | +806.8% | +41.1% | +765.7% | +624.9% |
| 5Y | +261.6% | -11.4% | +273.1% | +220.8% |
| All | +446.2% | +38.9% | +407.3% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling