-29.2%
APP vs FISV
-5.2%
-24.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.0% | -1.0% |
| 7D | +10.6% | -2.0% | +12.5% | +11.6% |
| 30D | +44.6% | +31.8% | +12.8% | +29.4% |
| 3M | +29.6% | +19.3% | +10.3% | +20.3% |
| 6M | -19.8% | +12.1% | -31.8% | -24.7% |
| YTD | -41.6% | -8.4% | -33.1% | -40.2% |
| All | -29.2% | -5.2% | -24.0% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling