+653.5%
APP vs AME
+50.7%
+602.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.3% |
| 7D | +0.9% | +0.6% | +0.3% | +0.5% |
| 30D | -23.3% | -6.7% | -16.6% | -19.9% |
| 3M | -42.6% | +4.1% | -46.7% | -44.4% |
| 6M | -33.6% | +1.6% | -35.2% | -35.3% |
| YTD | -52.4% | +16.1% | -68.6% | -58.1% |
| 1Y | -35.9% | +27.3% | -63.2% | -47.8% |
| All | +653.5% | +50.7% | +602.8% | +362.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling