+803.2%
APP vs APA
+37.8%
+765.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.6% |
| 7D | +61.1% | -5.5% | +66.6% | +61.6% |
| 30D | +42.8% | -1.2% | +43.9% | +42.3% |
| 3M | +16.7% | +10.6% | +6.1% | +14.8% |
| 6M | -15.6% | +28.4% | -44.0% | -19.1% |
| YTD | -41.3% | +89.7% | -131.0% | -49.2% |
| 1Y | -39.3% | +90.6% | -129.9% | -47.6% |
| 3Y | +803.2% | +36.9% | +766.3% | +663.9% |
| All | +803.2% | +37.8% | +765.4% | +663.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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