-37.0%
APP vs FE
+5.1%
-42.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.3% | +9.1% |
| 7D | +71.2% | -1.0% | +72.2% | +70.3% |
| 30D | +39.1% | +4.1% | +34.9% | +41.7% |
| 3M | +16.5% | -1.0% | +17.6% | +15.5% |
| 6M | -16.6% | +4.0% | -20.6% | -14.4% |
| YTD | -41.9% | +6.8% | -48.8% | -38.6% |
| 1Y | -37.0% | +5.3% | -42.3% | -33.4% |
| All | -37.0% | +5.1% | -42.2% | -33.4% |
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