+528.8%
APP vs FDX
+52.2%
+476.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.4% |
| 7D | +79.2% | +0.2% | +79.0% | +78.2% |
| 30D | +48.0% | +9.3% | +38.7% | +41.9% |
| 3M | +18.2% | +0.5% | +17.7% | +17.0% |
| 6M | -12.5% | +5.3% | -17.8% | -15.6% |
| YTD | -39.2% | +38.6% | -77.7% | -49.4% |
| 1Y | -33.9% | +53.5% | -87.4% | -47.9% |
| 3Y | +933.3% | +74.2% | +859.0% | +609.7% |
| 5Y | +295.9% | +75.3% | +220.6% | +157.8% |
| All | +528.8% | +52.2% | +476.6% | +314.5% |
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