+316.8%
APP vs FN
+281.6%
+35.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.0% | +16.7% | +12.8% |
| 7D | +4.5% | -7.0% | +11.5% | +6.8% |
| 30D | -3.6% | -24.7% | +21.1% | +5.3% |
| 3M | -35.3% | -35.7% | +0.4% | -27.2% |
| 6M | -42.8% | -52.4% | +9.6% | -30.5% |
| YTD | -59.7% | -25.0% | -34.7% | -61.8% |
| 1Y | -55.4% | -25.7% | -29.7% | -57.8% |
| 3Y | +592.0% | +110.2% | +481.8% | +276.0% |
| 5Y | +175.7% | +192.3% | -16.6% | +15.8% |
| All | +316.8% | +281.6% | +35.2% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling