+653.5%
APP vs FIVE
+50.0%
+603.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +0.7% |
| 7D | +0.9% | +4.3% | -3.4% | -0.4% |
| 30D | -23.3% | +12.5% | -35.8% | -26.5% |
| 3M | -42.6% | +31.2% | -73.9% | -48.0% |
| 6M | -33.6% | +14.4% | -48.0% | -37.7% |
| YTD | -52.4% | +33.9% | -86.3% | -57.6% |
| 1Y | -35.9% | +65.1% | -100.9% | -47.1% |
| All | +653.5% | +50.0% | +603.5% | +405.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling