+500.0%
APP vs FDX
+47.1%
+452.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.7% | +12.6% | +10.9% |
| 7D | +71.2% | -1.6% | +72.9% | +71.4% |
| 30D | +39.1% | +6.6% | +32.5% | +34.6% |
| 3M | +16.5% | -2.1% | +18.6% | +16.4% |
| 6M | -16.6% | +2.2% | -18.7% | -18.6% |
| YTD | -41.9% | +33.9% | -75.9% | -51.1% |
| 1Y | -37.0% | +50.2% | -87.3% | -50.1% |
| 3Y | +892.4% | +65.5% | +826.9% | +597.7% |
| 5Y | +297.3% | +74.1% | +223.2% | +160.7% |
| All | +500.0% | +47.1% | +452.9% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling