+506.6%
APP vs FISV
-49.2%
+555.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +61.1% | +8.4% | +52.7% | +56.2% |
| 30D | +42.8% | +38.8% | +4.0% | +24.5% |
| 3M | +16.7% | +21.3% | -4.6% | +7.3% |
| 6M | -15.6% | +14.1% | -29.7% | -21.4% |
| YTD | -41.3% | -5.7% | -35.6% | -40.7% |
| 1Y | -39.3% | -0.8% | -38.5% | -40.0% |
| 3Y | +803.2% | -47.9% | +851.1% | +841.9% |
| 5Y | +313.2% | -36.8% | +350.0% | +266.1% |
| All | +506.6% | -49.2% | +555.8% | +445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling