+391.7%
APP vs FDS
+2.8%
+388.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.9% |
| 7D | +0.9% | -1.9% | +2.8% | +1.6% |
| 30D | -23.3% | +9.0% | -32.3% | -26.5% |
| 3M | -42.6% | +18.9% | -61.5% | -48.1% |
| 6M | -33.6% | +35.1% | -68.7% | -44.2% |
| YTD | -52.4% | +5.5% | -57.9% | -55.1% |
| 1Y | -35.9% | -16.8% | -19.1% | -30.7% |
| 3Y | +642.2% | -28.1% | +670.3% | +749.3% |
| 5Y | +311.1% | -17.4% | +328.5% | +373.9% |
| All | +391.7% | +2.8% | +388.9% | +502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling