+391.7%
APP vs FIVE
+28.3%
+363.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | 0.0% |
| 7D | +0.9% | +4.3% | -3.4% | -1.0% |
| 30D | -23.3% | +12.5% | -35.8% | -27.8% |
| 3M | -42.6% | +31.2% | -73.9% | -50.1% |
| 6M | -33.6% | +14.4% | -48.0% | -39.5% |
| YTD | -52.4% | +33.9% | -86.3% | -59.7% |
| 1Y | -35.9% | +65.1% | -100.9% | -51.2% |
| 3Y | +642.2% | +49.0% | +593.2% | +431.6% |
| 5Y | +311.1% | +30.3% | +280.8% | +190.4% |
| All | +391.7% | +28.3% | +363.4% | +228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling