-37.0%
APP vs FIVE
+55.9%
-92.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +9.9% |
| 7D | +71.2% | -0.3% | +71.5% | +70.3% |
| 30D | +39.1% | +17.7% | +21.4% | +35.0% |
| 3M | +16.5% | +4.0% | +12.6% | +14.8% |
| 6M | -16.6% | +2.6% | -19.2% | -16.0% |
| YTD | -41.9% | +27.6% | -69.5% | -48.1% |
| 1Y | -37.0% | +59.9% | -97.0% | -49.4% |
| All | -37.0% | +55.9% | -92.9% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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