+446.2%
APP vs FDS
+15.9%
+430.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.5% | +31.5% | +31.3% |
| 7D | +39.7% | +6.4% | +33.3% | +35.5% |
| 30D | +27.7% | +25.2% | +2.6% | +14.8% |
| 3M | -14.8% | +22.9% | -37.7% | -23.4% |
| 6M | -25.5% | +56.5% | -82.0% | -42.0% |
| YTD | -47.2% | +19.0% | -66.1% | -53.2% |
| 1Y | -42.3% | +32.7% | -75.0% | -52.8% |
| 3Y | +806.8% | -20.4% | +827.2% | +891.6% |
| 5Y | +261.6% | -19.6% | +281.2% | +280.9% |
| All | +446.2% | +15.9% | +430.3% | +528.5% |
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