+338.6%
APP vs FRSH
-70.6%
+409.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.9% | +4.9% |
| 7D | +0.9% | -8.2% | +9.0% | +5.6% |
| 30D | -23.3% | +10.5% | -33.8% | -28.2% |
| 3M | -42.6% | +32.7% | -75.4% | -52.3% |
| 6M | -33.6% | +50.3% | -83.9% | -49.2% |
| YTD | -52.4% | +3.9% | -56.3% | -55.5% |
| 1Y | -35.9% | -2.2% | -33.7% | -38.7% |
| 3Y | +642.2% | -42.9% | +685.1% | +813.5% |
| All | +338.6% | -70.6% | +409.2% | +476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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