-55.4%
APP vs SFM
-35.8%
-19.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.0% | +10.8% |
| 7D | +4.5% | -12.3% | +16.8% | +4.4% |
| 30D | -3.6% | -16.2% | +12.6% | -3.9% |
| 3M | -35.3% | -36.8% | +1.5% | -36.7% |
| 6M | -42.8% | -32.6% | -10.2% | -44.0% |
| YTD | -59.7% | -31.7% | -28.0% | -58.2% |
| 1Y | -55.4% | -35.0% | -20.4% | -53.5% |
| All | -55.4% | -35.8% | -19.5% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling