+520.8%
APP vs FDX
+54.0%
+466.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.4% | +2.0% |
| 7D | +48.9% | -2.1% | +51.0% | +49.5% |
| 30D | +49.4% | +10.4% | +39.0% | +42.7% |
| 3M | +27.0% | +0.5% | +26.6% | +25.8% |
| 6M | -15.4% | +6.5% | -21.9% | -18.7% |
| YTD | -39.9% | +40.2% | -80.2% | -50.2% |
| 1Y | -32.0% | +52.1% | -84.1% | -45.9% |
| 3Y | +824.3% | +72.8% | +751.5% | +539.2% |
| 5Y | +252.4% | +76.3% | +176.1% | +128.7% |
| All | +520.8% | +54.0% | +466.8% | +307.4% |
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