+358.8%
APP vs USFR
+20.5%
+338.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | -10.0% | +0.3% | -10.3% | -9.6% |
| 3M | -44.6% | +1.0% | -45.6% | -43.9% |
| 6M | -37.9% | +1.9% | -39.8% | -36.6% |
| YTD | -53.7% | +2.7% | -56.3% | -52.9% |
| 1Y | -43.0% | +4.0% | -47.0% | -42.7% |
| 3Y | +640.8% | +14.0% | +626.7% | +732.1% |
| 5Y | +358.8% | +20.4% | +338.4% | +591.3% |
| All | +358.8% | +20.5% | +338.4% | +591.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling