+316.8%
APP vs F
+40.5%
+276.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.6% |
| 7D | +4.5% | +6.0% | -1.5% | +2.2% |
| 30D | -3.6% | +4.3% | -7.9% | -5.2% |
| 3M | -35.3% | -10.1% | -25.2% | -32.6% |
| 6M | -42.8% | +12.8% | -55.6% | -45.9% |
| YTD | -59.7% | -0.1% | -59.6% | -60.4% |
| 1Y | -55.4% | +3.7% | -59.0% | -56.9% |
| 3Y | +592.0% | +42.7% | +549.3% | +451.4% |
| 5Y | +175.7% | -11.0% | +186.8% | +144.0% |
| All | +316.8% | +40.5% | +276.3% | +244.6% |
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