+446.2%
APP vs FDX
+51.2%
+394.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.8% | +34.9% | +32.5% |
| 7D | +39.7% | +2.9% | +36.8% | +37.4% |
| 30D | +27.7% | +9.6% | +18.1% | +22.4% |
| 3M | -14.8% | +2.4% | -17.1% | -16.4% |
| 6M | -25.5% | +9.2% | -34.7% | -29.3% |
| YTD | -47.2% | +37.7% | -84.9% | -55.9% |
| 1Y | -42.3% | +56.1% | -98.4% | -54.9% |
| 3Y | +806.8% | +68.9% | +737.9% | +534.2% |
| 5Y | +261.6% | +79.0% | +182.7% | +135.0% |
| All | +446.2% | +51.2% | +394.9% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling