+446.2%
APP vs ALL
+152.3%
+293.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.9% | +31.9% | +31.2% |
| 7D | +39.7% | +4.2% | +35.5% | +38.6% |
| 30D | +27.7% | +18.9% | +8.8% | +23.5% |
| 3M | -14.8% | +1.2% | -16.0% | -15.3% |
| 6M | -25.5% | +23.2% | -48.7% | -29.6% |
| YTD | -47.2% | +30.0% | -77.2% | -51.1% |
| 1Y | -42.3% | +39.6% | -81.9% | -48.0% |
| 3Y | +806.8% | +115.2% | +691.6% | +651.4% |
| 5Y | +261.6% | +156.2% | +105.4% | +202.2% |
| All | +446.2% | +152.3% | +293.8% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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