+367.9%
APP vs FISV
-61.0%
+428.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.4% |
| 7D | -4.4% | -6.4% | +2.0% | -1.8% |
| 30D | -10.0% | -6.8% | -3.2% | -7.5% |
| 3M | -41.4% | -10.0% | -31.5% | -39.6% |
| 6M | -41.0% | -20.6% | -20.4% | -35.8% |
| YTD | -54.7% | -27.6% | -27.2% | -48.9% |
| 1Y | -45.3% | -64.3% | +19.0% | -22.0% |
| 3Y | +624.3% | -60.0% | +684.3% | +745.2% |
| 5Y | +329.1% | -57.7% | +386.8% | +319.0% |
| All | +367.9% | -61.0% | +428.9% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling