+446.2%
APP vs FITB
+69.2%
+376.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.4% | +32.2% |
| 7D | +39.7% | -1.8% | +41.5% | +40.6% |
| 30D | +27.7% | +4.8% | +22.9% | +24.3% |
| 3M | -14.8% | -6.4% | -8.3% | -12.2% |
| 6M | -25.5% | +7.9% | -33.4% | -29.0% |
| YTD | -47.2% | +17.0% | -64.2% | -52.2% |
| 1Y | -42.3% | +29.9% | -72.2% | -50.7% |
| 3Y | +806.8% | +124.8% | +682.0% | +471.2% |
| 5Y | +261.6% | +46.4% | +215.2% | +184.5% |
| All | +446.2% | +69.2% | +376.9% | +339.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling