+391.7%
APP vs FND
-52.8%
+444.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | +0.9% | -5.2% | +6.1% | +3.3% |
| 30D | -23.3% | -19.9% | -3.4% | -14.7% |
| 3M | -42.6% | +2.7% | -45.4% | -44.6% |
| 6M | -33.6% | -21.7% | -11.9% | -27.3% |
| YTD | -52.4% | -17.5% | -34.9% | -50.3% |
| 1Y | -35.9% | -39.3% | +3.4% | -22.1% |
| 3Y | +642.2% | -49.8% | +692.0% | +769.4% |
| 5Y | +311.1% | -60.1% | +371.2% | +420.4% |
| All | +391.7% | -52.8% | +444.5% | +501.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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