+506.6%
APP vs FDX
+52.5%
+454.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | +61.1% | +0.5% | +60.6% | +60.1% |
| 30D | +42.8% | +9.5% | +33.2% | +36.8% |
| 3M | +16.7% | -1.3% | +18.0% | +16.4% |
| 6M | -15.6% | +5.5% | -21.1% | -18.6% |
| YTD | -41.3% | +38.9% | -80.2% | -51.2% |
| 1Y | -39.3% | +58.8% | -98.1% | -52.9% |
| 3Y | +803.2% | +71.1% | +732.1% | +526.9% |
| 5Y | +313.2% | +76.3% | +236.9% | +168.6% |
| All | +506.6% | +52.5% | +454.1% | +299.6% |
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 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