-39.3%
APP vs FDS
+26.7%
-65.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | +61.1% | -2.0% | +63.1% | +61.5% |
| 30D | +42.8% | +13.5% | +29.3% | +38.0% |
| 3M | +16.7% | +15.2% | +1.5% | +11.8% |
| 6M | -15.6% | +47.0% | -62.6% | -25.2% |
| YTD | -41.3% | +13.9% | -55.2% | -53.2% |
| 1Y | -39.3% | +25.2% | -64.4% | -47.0% |
| All | -39.3% | +26.7% | -65.9% | -47.0% |
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