+316.8%
APP vs FE
+67.9%
+248.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | +4.5% | +1.7% | +2.9% | +4.3% |
| 30D | -3.6% | +8.1% | -11.7% | -4.4% |
| 3M | -35.3% | -1.3% | -33.9% | -35.2% |
| 6M | -42.8% | +2.9% | -45.7% | -43.1% |
| YTD | -59.7% | +8.6% | -68.2% | -60.4% |
| 1Y | -55.4% | +6.3% | -61.7% | -56.0% |
| 3Y | +592.0% | +45.1% | +546.9% | +521.4% |
| 5Y | +175.7% | +47.1% | +128.6% | +150.1% |
| All | +316.8% | +67.9% | +248.9% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling