+391.7%
APP vs F
+62.1%
+329.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.7% |
| 7D | +0.9% | +5.3% | -4.5% | -1.1% |
| 30D | -23.3% | +4.6% | -27.9% | -24.5% |
| 3M | -42.6% | -3.7% | -39.0% | -41.9% |
| 6M | -33.6% | +16.8% | -50.4% | -38.1% |
| YTD | -52.4% | +15.3% | -67.7% | -55.7% |
| 1Y | -35.9% | +31.0% | -66.9% | -44.0% |
| 3Y | +642.2% | +45.4% | +596.8% | +489.1% |
| 5Y | +311.1% | +54.7% | +256.4% | +236.6% |
| All | +391.7% | +62.1% | +329.6% | +285.6% |
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