+391.7%
APP vs USFR
+20.4%
+371.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.3% |
| 7D | +0.9% | +0.1% | +0.8% | +1.1% |
| 30D | -23.3% | +0.3% | -23.6% | -22.5% |
| 3M | -42.6% | +1.0% | -43.6% | -41.0% |
| 6M | -33.6% | +1.9% | -35.5% | -30.2% |
| YTD | -52.4% | +2.6% | -55.0% | -49.6% |
| 1Y | -35.9% | +4.0% | -39.9% | -31.5% |
| 3Y | +642.2% | +14.1% | +628.1% | +967.9% |
| 5Y | +311.1% | +20.4% | +290.7% | +886.3% |
| All | +391.7% | +20.4% | +371.2% | +1,074.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling