+520.8%
APP vs FITB
+72.2%
+448.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.1% |
| 7D | +48.9% | -0.6% | +49.5% | +49.0% |
| 30D | +49.4% | +7.0% | +42.4% | +43.9% |
| 3M | +27.0% | -4.8% | +31.8% | +29.6% |
| 6M | -15.4% | +13.5% | -28.9% | -21.3% |
| YTD | -39.9% | +19.1% | -59.0% | -46.1% |
| 1Y | -32.0% | +30.8% | -62.7% | -42.1% |
| 3Y | +824.3% | +141.6% | +682.7% | +460.9% |
| 5Y | +252.4% | +48.3% | +204.2% | +174.8% |
| All | +520.8% | +72.2% | +448.6% | +394.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling