-32.7%
APP vs FITB
+29.2%
-61.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +10.6% | +0.8% | +9.7% | +10.4% |
| 30D | +44.6% | +7.3% | +37.3% | +41.2% |
| 3M | +29.6% | -6.3% | +35.9% | +31.1% |
| 6M | -19.8% | +12.6% | -32.3% | -22.0% |
| YTD | -41.6% | +18.0% | -59.6% | -41.9% |
| 1Y | -32.7% | +28.9% | -61.6% | -33.0% |
| All | -32.7% | +29.2% | -61.9% | -33.0% |
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