-32.0%
APP vs FIVE
+66.9%
-98.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | +48.9% | -0.5% | +49.5% | +48.8% |
| 30D | +49.4% | +17.4% | +32.0% | +45.6% |
| 3M | +27.0% | +7.0% | +20.0% | +25.0% |
| 6M | -15.4% | +20.5% | -35.9% | -18.7% |
| YTD | -39.9% | +33.1% | -73.0% | -45.7% |
| 1Y | -32.0% | +67.1% | -99.0% | -41.7% |
| All | -32.0% | +66.9% | -98.9% | -41.7% |
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