+446.2%
APP vs A
+35.2%
+410.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.0% | +34.1% | +32.9% |
| 7D | +39.7% | -5.2% | +44.9% | +44.2% |
| 30D | +27.7% | +1.4% | +26.3% | +26.1% |
| 3M | -14.8% | +21.9% | -36.7% | -25.5% |
| 6M | -25.5% | +46.7% | -72.2% | -43.3% |
| YTD | -47.2% | +27.2% | -74.3% | -55.9% |
| 1Y | -42.3% | +17.9% | -60.2% | -49.4% |
| 3Y | +806.8% | +61.1% | +745.7% | +451.9% |
| 5Y | +261.6% | +13.8% | +247.8% | +208.4% |
| All | +446.2% | +35.2% | +410.9% | +319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling