+333.0%
APP vs FISV
-54.1%
+387.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -23.3% | -2.1% | -21.2% | -22.8% |
| 3M | -42.6% | -5.7% | -36.9% | -42.0% |
| 6M | -33.6% | -15.3% | -18.3% | -29.6% |
| YTD | -52.4% | -21.1% | -31.3% | -48.1% |
| 1Y | -35.9% | -61.1% | +25.2% | -11.0% |
| 3Y | +642.2% | -56.8% | +699.1% | +726.3% |
| All | +333.0% | -54.1% | +387.1% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling