+653.5%
APP vs FFIV
+136.9%
+516.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.5% |
| 7D | +0.9% | -1.0% | +1.8% | +1.4% |
| 30D | -23.3% | -5.1% | -18.2% | -21.2% |
| 3M | -42.6% | -4.5% | -38.2% | -41.2% |
| 6M | -33.6% | +36.5% | -70.1% | -49.3% |
| YTD | -52.4% | +53.0% | -105.4% | -66.3% |
| 1Y | -35.9% | +24.2% | -60.1% | -48.0% |
| All | +653.5% | +136.9% | +516.7% | +329.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling