+292.6%
APP vs FN
+170.4%
+122.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +11.7% | -1.8% | +6.1% |
| 7D | +71.2% | 0.0% | +71.3% | +67.6% |
| 30D | +39.1% | -34.3% | +73.4% | +57.2% |
| 3M | +16.5% | -39.9% | +56.4% | +32.8% |
| 6M | -16.6% | -51.8% | +35.3% | -0.8% |
| YTD | -41.9% | -28.1% | -13.8% | -45.2% |
| 1Y | -37.0% | -29.1% | -8.0% | -40.5% |
| 3Y | +892.4% | +102.4% | +790.0% | +430.0% |
| All | +292.6% | +170.4% | +122.3% | +62.9% |
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