+527.5%
APP vs FITB
+72.6%
+454.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.4% |
| 7D | +4.6% | +2.8% | +1.8% | +3.2% |
| 30D | +56.0% | +9.8% | +46.2% | +48.3% |
| 3M | +30.8% | -5.2% | +36.0% | +33.8% |
| 6M | -9.8% | +17.3% | -27.1% | -17.6% |
| YTD | -39.3% | +19.3% | -58.6% | -45.5% |
| 1Y | -26.4% | +32.7% | -59.1% | -37.8% |
| 3Y | +887.9% | +141.6% | +746.3% | +499.8% |
| 5Y | +264.1% | +48.9% | +215.2% | +183.7% |
| All | +527.5% | +72.6% | +454.9% | +399.8% |
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