+261.6%
APP vs FN
+148.3%
+113.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -14.2% | +45.3% | +35.6% |
| 7D | +39.7% | -16.0% | +55.7% | +45.1% |
| 30D | +27.7% | -40.1% | +67.8% | +48.6% |
| 3M | -14.8% | -43.9% | +29.1% | -1.4% |
| 6M | -25.5% | -55.6% | +30.1% | -9.4% |
| YTD | -47.2% | -35.7% | -11.5% | -48.3% |
| 1Y | -42.3% | -39.8% | -2.5% | -42.1% |
| 3Y | +806.8% | +80.3% | +726.5% | +403.0% |
| 5Y | +261.6% | +143.3% | +118.3% | +55.7% |
| All | +261.6% | +148.3% | +113.4% | +55.7% |
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