-32.7%
APP vs USFR
+4.1%
-36.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +10.6% | +0.1% | +10.5% | +12.1% |
| 30D | +44.6% | +0.4% | +44.2% | +57.4% |
| 3M | +29.6% | +1.0% | +28.6% | +72.3% |
| 6M | -19.8% | +2.0% | -21.8% | +59.4% |
| YTD | -41.6% | +3.4% | -45.0% | +70.7% |
| 1Y | -32.7% | +4.1% | -36.8% | +48.4% |
| All | -32.7% | +4.1% | -36.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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