+316.8%
APP vs FIVE
+28.2%
+288.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.7% | +4.0% | +7.8% |
| 7D | +4.5% | +7.5% | -2.9% | +1.4% |
| 30D | -3.6% | +16.7% | -20.3% | -9.9% |
| 3M | -35.3% | +13.4% | -48.6% | -39.4% |
| 6M | -42.8% | +9.0% | -51.8% | -46.6% |
| YTD | -59.7% | +33.8% | -93.5% | -65.9% |
| 1Y | -55.4% | +61.2% | -116.5% | -65.5% |
| 3Y | +592.0% | +42.1% | +549.9% | +411.6% |
| 5Y | +175.7% | +21.4% | +154.3% | +100.3% |
| All | +316.8% | +28.2% | +288.6% | +178.1% |
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