+803.2%
APP vs FITB
+142.3%
+660.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | +61.1% | +0.5% | +60.6% | +60.3% |
| 30D | +42.8% | +7.0% | +35.8% | +37.7% |
| 3M | +16.7% | -4.4% | +21.0% | +18.6% |
| 6M | -15.6% | +11.6% | -27.1% | -20.5% |
| YTD | -41.3% | +18.6% | -59.9% | -47.0% |
| 1Y | -39.3% | +29.8% | -69.1% | -47.9% |
| 3Y | +803.2% | +140.7% | +662.5% | +455.6% |
| All | +803.2% | +142.3% | +660.9% | +455.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling