-35.9%
APP vs FITB
+23.7%
-59.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -23.3% | -4.7% | -18.5% | -22.3% |
| 3M | -42.6% | +6.7% | -49.3% | -43.4% |
| 6M | -33.6% | +12.6% | -46.2% | -36.3% |
| YTD | -52.4% | +19.1% | -71.5% | -53.9% |
| 1Y | -35.9% | +22.6% | -58.5% | -34.4% |
| All | -35.9% | +23.7% | -59.5% | -34.4% |
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