+391.7%
APP vs AA
+57.2%
+334.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.9% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -23.3% | +5.0% | -28.3% | -24.7% |
| 3M | -42.6% | -35.8% | -6.8% | -34.5% |
| 6M | -33.6% | -18.4% | -15.2% | -31.5% |
| YTD | -52.4% | -5.5% | -46.9% | -53.2% |
| 1Y | -35.9% | +61.0% | -96.8% | -47.8% |
| 3Y | +642.2% | +66.2% | +576.0% | +473.8% |
| 5Y | +311.1% | +11.4% | +299.7% | +264.1% |
| All | +391.7% | +57.2% | +334.5% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling