+520.8%
APP vs ADI
+180.3%
+340.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | -0.2% |
| 7D | +48.9% | +0.7% | +48.3% | +44.9% |
| 30D | +49.4% | +0.7% | +48.7% | +44.9% |
| 3M | +27.0% | +6.5% | +20.5% | +17.3% |
| 6M | -15.4% | -2.7% | -12.7% | -19.2% |
| YTD | -39.9% | +52.2% | -92.1% | -61.3% |
| 1Y | -32.0% | +77.5% | -109.4% | -61.5% |
| 3Y | +824.3% | +148.8% | +675.6% | +246.4% |
| 5Y | +252.4% | +142.9% | +109.6% | +31.6% |
| All | +520.8% | +180.3% | +340.5% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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