+527.5%
APP vs FISV
-48.8%
+576.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.7% | +0.2% | +2.3% |
| 7D | +4.6% | +1.4% | +3.1% | +4.0% |
| 30D | +56.0% | +38.4% | +17.6% | +36.2% |
| 3M | +30.8% | +14.9% | +15.9% | +23.2% |
| 6M | -9.8% | +21.8% | -31.6% | -18.4% |
| YTD | -39.3% | -5.0% | -34.2% | -38.8% |
| 1Y | -26.4% | -1.2% | -25.3% | -27.2% |
| 3Y | +887.9% | -47.5% | +935.5% | +927.7% |
| 5Y | +264.1% | -36.7% | +300.8% | +221.6% |
| All | +527.5% | -48.8% | +576.3% | +462.2% |
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