-16.6%
APP vs AME
-4.0%
-12.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +10.8% |
| 7D | +71.2% | -5.2% | +76.4% | +68.5% |
| 30D | +39.1% | -8.0% | +47.1% | +38.3% |
| 3M | +16.5% | -8.9% | +25.5% | +15.7% |
| 6M | -16.6% | -5.0% | -11.6% | -17.0% |
| All | -16.6% | -4.0% | -12.5% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling