-55.4%
APP vs A
+24.4%
-79.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.3% |
| 7D | +4.5% | -2.4% | +6.9% | +5.6% |
| 30D | -3.6% | +3.6% | -7.2% | -4.6% |
| 3M | -35.3% | +27.5% | -62.7% | -40.0% |
| 6M | -42.8% | +58.5% | -101.3% | -51.1% |
| YTD | -59.7% | +31.2% | -90.9% | -63.3% |
| 1Y | -55.4% | +22.2% | -77.5% | -59.8% |
| All | -55.4% | +24.4% | -79.7% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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