+803.3%
APP vs FIVE
+35.4%
+768.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.3% | +35.3% | +32.3% |
| 7D | +39.7% | -1.7% | +41.4% | +40.1% |
| 30D | +27.7% | +14.9% | +12.8% | +21.9% |
| 3M | -14.8% | +7.6% | -22.4% | -17.6% |
| 6M | -25.5% | +6.4% | -31.9% | -28.6% |
| YTD | -47.2% | +28.1% | -75.2% | -52.5% |
| 1Y | -42.3% | +54.7% | -97.0% | -51.5% |
| All | +803.3% | +35.4% | +768.0% | +499.4% |
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