+295.9%
APP vs FFIV
+42.4%
+253.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.1% |
| 7D | +79.2% | -2.1% | +81.3% | +80.0% |
| 30D | +48.0% | -33.8% | +81.8% | +98.4% |
| 3M | +18.2% | -20.6% | +38.8% | +32.2% |
| 6M | -12.5% | -10.2% | -2.2% | -13.4% |
| YTD | -39.2% | +24.5% | -63.6% | -56.0% |
| 1Y | -33.9% | +29.3% | -63.2% | -53.9% |
| 3Y | +933.3% | +103.8% | +829.5% | +332.6% |
| 5Y | +295.9% | +40.9% | +255.0% | +133.5% |
| All | +295.9% | +42.4% | +253.5% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling