-32.7%
APP vs SFM
-34.4%
+1.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -2.6% |
| 7D | +10.6% | -0.4% | +11.0% | +10.5% |
| 30D | +44.6% | -19.2% | +63.8% | +43.8% |
| 3M | +29.6% | -40.3% | +69.9% | +26.1% |
| 6M | -19.8% | -40.9% | +21.1% | -22.2% |
| YTD | -41.6% | -35.5% | -6.1% | -38.8% |
| 1Y | -32.7% | -37.4% | +4.7% | -28.8% |
| All | -32.7% | -34.4% | +1.8% | -28.8% |
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