+391.7%
APP vs A
+18.6%
+373.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | +0.9% | -1.9% | +2.8% | +2.1% |
| 30D | -23.3% | +6.9% | -30.2% | -26.7% |
| 3M | -42.6% | +9.2% | -51.9% | -46.3% |
| 6M | -33.6% | +25.7% | -59.3% | -44.1% |
| YTD | -52.4% | +11.5% | -64.0% | -56.6% |
| 1Y | -35.9% | +18.4% | -54.2% | -44.9% |
| 3Y | +642.2% | +26.6% | +615.6% | +449.1% |
| 5Y | +311.1% | -12.8% | +323.9% | +324.7% |
| All | +391.7% | +18.6% | +373.1% | +312.8% |
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 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