+803.3%
APP vs FFIV
+102.8%
+700.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -5.5% | +36.5% | +34.2% |
| 7D | +39.7% | -14.2% | +53.9% | +52.4% |
| 30D | +27.7% | -33.6% | +61.4% | +60.1% |
| 3M | -14.8% | -24.2% | +9.4% | -4.4% |
| 6M | -25.5% | -8.3% | -17.2% | -28.3% |
| YTD | -47.2% | +22.1% | -69.3% | -59.4% |
| 1Y | -42.3% | +26.5% | -68.8% | -56.8% |
| All | +803.3% | +102.8% | +700.6% | +356.5% |
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