-16.6%
APP vs AA
-37.4%
+20.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +6.9% | +9.9% |
| 7D | +71.2% | +0.9% | +70.3% | +70.5% |
| 30D | +39.1% | -6.7% | +45.8% | +39.1% |
| 3M | +16.5% | -16.3% | +32.9% | +16.7% |
| 6M | -16.6% | -37.1% | +20.6% | -13.1% |
| All | -16.6% | -37.4% | +20.8% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling