+391.7%
APP vs FE
+66.4%
+325.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +0.9% | +1.9% | -1.1% | +0.7% |
| 30D | -23.3% | -1.2% | -22.1% | -23.2% |
| 3M | -42.6% | +3.5% | -46.1% | -42.9% |
| 6M | -33.6% | -6.1% | -27.5% | -33.2% |
| YTD | -52.4% | +7.6% | -60.0% | -53.2% |
| 1Y | -35.9% | +11.9% | -47.8% | -37.5% |
| 3Y | +642.2% | +48.4% | +593.8% | +560.2% |
| 5Y | +311.1% | +44.8% | +266.3% | +271.2% |
| All | +391.7% | +66.4% | +325.2% | +334.0% |
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