-55.4%
APP vs FN
-25.7%
-29.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.0% | +16.7% | +11.6% |
| 7D | +4.5% | -7.0% | +11.5% | +5.4% |
| 30D | -3.6% | -24.7% | +21.1% | 0.0% |
| 3M | -35.3% | -35.7% | +0.4% | -31.8% |
| 6M | -42.8% | -52.4% | +9.6% | -36.9% |
| YTD | -59.7% | -25.0% | -34.7% | -64.1% |
| 1Y | -55.4% | -25.7% | -29.7% | -60.4% |
| All | -55.4% | -25.7% | -29.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling