+250.4%
APP vs FITB
+47.5%
+202.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | +10.6% | +0.8% | +9.7% | +10.1% |
| 30D | +44.6% | +7.3% | +37.3% | +38.5% |
| 3M | +29.6% | -6.3% | +35.9% | +33.7% |
| 6M | -19.8% | +12.6% | -32.3% | -25.6% |
| YTD | -41.6% | +18.0% | -59.6% | -48.0% |
| 1Y | -32.7% | +28.9% | -61.6% | -43.3% |
| 3Y | +799.0% | +139.4% | +659.6% | +408.6% |
| 5Y | +250.4% | +47.2% | +203.2% | +177.6% |
| All | +250.4% | +47.5% | +202.9% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling