+298.1%
APP vs FDX
+74.7%
+223.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.3% |
| 7D | +4.6% | +5.2% | -0.6% | +2.5% |
| 30D | +56.0% | +11.3% | +44.8% | +48.4% |
| 3M | +30.8% | -4.1% | +34.9% | +32.2% |
| 6M | -9.8% | +9.6% | -19.4% | -14.6% |
| YTD | -39.3% | +40.9% | -80.2% | -50.1% |
| 1Y | -26.4% | +53.0% | -79.5% | -42.1% |
| 3Y | +887.9% | +74.1% | +813.8% | +567.2% |
| All | +298.1% | +74.7% | +223.4% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling