-55.4%
APP vs AA
+13.9%
-69.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.9% | +9.9% |
| 7D | +4.5% | +0.9% | +3.6% | +4.3% |
| 30D | -3.6% | -6.4% | +2.8% | -1.9% |
| 3M | -35.3% | -13.0% | -22.3% | -33.3% |
| 6M | -42.8% | -34.6% | -8.2% | -37.3% |
| YTD | -59.7% | -23.0% | -36.6% | -60.3% |
| 1Y | -55.4% | +16.0% | -71.3% | -65.8% |
| All | -55.4% | +13.9% | -69.3% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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