-55.4%
APP vs FITB
+36.9%
-92.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.2% |
| 7D | +4.5% | +2.3% | +2.2% | +3.8% |
| 30D | -3.6% | +7.7% | -11.3% | -5.8% |
| 3M | -35.3% | -4.5% | -30.8% | -34.6% |
| 6M | -42.8% | +12.5% | -55.3% | -44.5% |
| YTD | -59.7% | +19.8% | -79.4% | -60.4% |
| 1Y | -55.4% | +34.1% | -89.5% | -58.5% |
| All | -55.4% | +36.9% | -92.2% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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