+933.3%
APP vs FISV
-46.9%
+980.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.5% |
| 7D | +79.2% | +22.3% | +56.8% | +69.7% |
| 30D | +48.0% | +39.2% | +8.8% | +35.1% |
| 3M | +18.2% | +21.2% | -3.0% | +11.9% |
| 6M | -12.5% | +14.5% | -27.0% | -16.5% |
| YTD | -39.2% | -5.4% | -33.7% | -39.0% |
| 1Y | -33.9% | -0.3% | -33.6% | -34.6% |
| 3Y | +933.3% | -46.8% | +980.1% | +741.3% |
| All | +933.3% | -46.9% | +980.2% | +741.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling