+892.4%
APP vs USFR
+14.4%
+878.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.9% |
| 7D | +71.2% | +0.1% | +71.1% | +71.6% |
| 30D | +39.1% | +0.4% | +38.7% | +40.4% |
| 3M | +16.5% | +1.1% | +15.5% | +20.8% |
| 6M | -16.6% | +2.1% | -18.6% | -10.4% |
| YTD | -41.9% | +3.4% | -45.3% | -37.6% |
| 1Y | -37.0% | +4.1% | -41.1% | -33.8% |
| 3Y | +892.4% | +14.4% | +878.0% | +3,602.2% |
| All | +892.4% | +14.4% | +878.0% | +3,602.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling