+500.0%
APP vs FITB
+67.9%
+432.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.6% | +10.2% |
| 7D | +71.2% | -1.5% | +72.8% | +71.9% |
| 30D | +39.1% | +5.8% | +33.3% | +34.6% |
| 3M | +16.5% | -6.1% | +22.7% | +19.6% |
| 6M | -16.6% | +5.9% | -22.5% | -19.7% |
| YTD | -41.9% | +16.1% | -58.0% | -47.3% |
| 1Y | -37.0% | +28.8% | -65.9% | -46.0% |
| 3Y | +892.4% | +126.0% | +766.4% | +523.2% |
| 5Y | +297.3% | +45.3% | +252.0% | +213.6% |
| All | +500.0% | +67.9% | +432.1% | +384.1% |
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