+333.0%
APP vs FFIV
+91.3%
+241.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.6% |
| 7D | +0.9% | -1.0% | +1.8% | +1.5% |
| 30D | -23.3% | -5.1% | -18.2% | -20.8% |
| 3M | -42.6% | -4.5% | -38.2% | -41.0% |
| 6M | -33.6% | +36.5% | -70.1% | -51.9% |
| YTD | -52.4% | +53.0% | -105.4% | -68.7% |
| 1Y | -35.9% | +24.2% | -60.1% | -50.2% |
| 3Y | +642.2% | +137.2% | +505.0% | +204.0% |
| All | +333.0% | +91.3% | +241.7% | +118.1% |
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 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