+391.7%
APP vs ADI
+148.2%
+243.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.1% |
| 7D | +0.9% | +0.4% | +0.4% | +0.6% |
| 30D | -23.3% | -3.8% | -19.5% | -21.2% |
| 3M | -42.6% | -15.3% | -27.4% | -36.6% |
| 6M | -33.6% | +6.7% | -40.3% | -40.8% |
| YTD | -52.4% | +34.8% | -87.2% | -65.4% |
| 1Y | -35.9% | +49.0% | -84.9% | -57.6% |
| 3Y | +642.2% | +108.1% | +534.1% | +233.5% |
| 5Y | +311.1% | +142.4% | +168.6% | +65.6% |
| All | +391.7% | +148.2% | +243.4% | +87.9% |
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