+653.5%
APP vs FDX
+63.5%
+590.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.9% | -2.5% | +3.4% | +1.4% |
| 30D | -23.3% | +3.8% | -27.1% | -24.0% |
| 3M | -42.6% | -1.3% | -41.3% | -42.6% |
| 6M | -33.6% | +5.0% | -38.6% | -34.9% |
| YTD | -52.4% | +39.6% | -92.1% | -57.1% |
| 1Y | -35.9% | +81.1% | -117.0% | -47.3% |
| All | +653.5% | +63.5% | +590.0% | +485.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling