-35.9%
APP vs FE
+11.4%
-47.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +1.9% |
| 7D | +0.9% | +1.9% | -1.1% | +2.0% |
| 30D | -23.3% | -1.2% | -22.1% | -23.8% |
| 3M | -42.6% | +3.5% | -46.1% | -41.0% |
| 6M | -33.6% | -6.1% | -27.5% | -36.9% |
| YTD | -52.4% | +7.6% | -60.0% | -49.1% |
| 1Y | -35.9% | +11.9% | -47.8% | -31.1% |
| All | -35.9% | +11.4% | -47.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling