-55.4%
APP vs FDX
+65.6%
-121.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +11.1% |
| 7D | +4.5% | +8.1% | -3.6% | +5.7% |
| 30D | -3.6% | +13.9% | -17.6% | -1.8% |
| 3M | -35.3% | +5.5% | -40.8% | -34.7% |
| 6M | -42.8% | +15.1% | -57.9% | -40.4% |
| YTD | -59.7% | +43.2% | -102.9% | -51.1% |
| 1Y | -55.4% | +65.0% | -120.4% | -35.6% |
| All | -55.4% | +65.6% | -121.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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