-55.4%
APP vs FFIV
+33.5%
-88.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.9% |
| 7D | +4.5% | -9.8% | +14.3% | +10.1% |
| 30D | -3.6% | -28.1% | +24.5% | +10.9% |
| 3M | -35.3% | -20.0% | -15.2% | -31.2% |
| 6M | -42.8% | -0.1% | -42.7% | -49.9% |
| YTD | -59.7% | +29.2% | -88.8% | -71.4% |
| 1Y | -55.4% | +36.6% | -92.0% | -68.9% |
| All | -55.4% | +33.5% | -88.9% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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