-37.1%
APP vs AME
+21.9%
-58.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.6% | +5.0% |
| 7D | +79.2% | -1.5% | +80.7% | +78.9% |
| 30D | +48.0% | -4.2% | +52.2% | +49.2% |
| 3M | +18.2% | -5.9% | +24.2% | +19.6% |
| 6M | -12.5% | +2.8% | -15.3% | -13.2% |
| YTD | -39.2% | +16.6% | -55.7% | -41.0% |
| All | -37.1% | +21.9% | -58.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling