-30.8%
APP vs FFIV
+33.1%
-63.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.0% |
| 7D | +48.9% | -2.9% | +51.9% | +49.8% |
| 30D | +49.4% | -32.4% | +81.8% | +77.0% |
| 3M | +27.0% | -22.7% | +49.7% | +36.6% |
| 6M | -15.4% | -10.7% | -4.7% | -19.8% |
| YTD | -39.9% | +25.4% | -65.3% | -57.6% |
| All | -30.8% | +33.1% | -63.9% | -52.6% |
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