+295.9%
APP vs FIVE
+19.1%
+276.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.6% | -0.8% | +2.4% |
| 7D | +79.2% | +6.2% | +73.0% | +73.8% |
| 30D | +48.0% | +18.2% | +29.8% | +36.8% |
| 3M | +18.2% | +3.8% | +14.4% | +14.8% |
| 6M | -12.5% | +13.7% | -26.2% | -20.1% |
| YTD | -39.2% | +34.7% | -73.9% | -49.2% |
| 1Y | -33.9% | +66.6% | -100.5% | -50.3% |
| 3Y | +933.3% | +44.3% | +889.0% | +650.9% |
| 5Y | +295.9% | +18.8% | +277.1% | +201.0% |
| All | +295.9% | +19.1% | +276.7% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling