-55.4%
APP vs FDS
+31.1%
-86.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +10.1% |
| 7D | +4.5% | +9.4% | -4.9% | +2.4% |
| 30D | -3.6% | +23.8% | -27.4% | -8.3% |
| 3M | -35.3% | +25.1% | -60.4% | -38.9% |
| 6M | -42.8% | +53.8% | -96.6% | -49.6% |
| YTD | -59.7% | +19.6% | -79.2% | -67.7% |
| 1Y | -55.4% | +31.6% | -87.0% | -61.2% |
| All | -55.4% | +31.1% | -86.5% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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