+333.0%
APP vs FN
+289.0%
+43.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.1% |
| 7D | +0.9% | -1.7% | +2.6% | +1.5% |
| 30D | -23.3% | -22.0% | -1.3% | -17.8% |
| 3M | -42.6% | -43.0% | +0.4% | -32.1% |
| 6M | -33.6% | -27.7% | -5.9% | -32.1% |
| YTD | -52.4% | -10.5% | -41.9% | -56.7% |
| 1Y | -35.9% | +12.5% | -48.4% | -48.1% |
| 3Y | +642.2% | +153.8% | +488.4% | +290.7% |
| All | +333.0% | +289.0% | +43.9% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling