+892.4%
APP vs AME
+62.2%
+830.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +8.7% |
| 7D | +71.2% | -5.2% | +76.4% | +73.9% |
| 30D | +39.1% | -8.0% | +47.1% | +44.2% |
| 3M | +16.5% | -8.9% | +25.5% | +21.0% |
| 6M | -16.6% | -5.0% | -11.6% | -15.9% |
| YTD | -41.9% | +11.9% | -53.8% | -48.5% |
| 1Y | -37.0% | +16.6% | -53.7% | -46.0% |
| 3Y | +892.4% | +62.5% | +830.0% | +455.3% |
| All | +892.4% | +62.2% | +830.2% | +455.3% |
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