-55.4%
APP vs AR
+14.7%
-70.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.3% | +16.9% | +9.6% |
| 7D | +4.5% | -11.1% | +15.6% | +3.0% |
| 30D | -3.6% | +7.9% | -11.5% | -3.1% |
| 3M | -35.3% | +4.9% | -40.1% | -34.9% |
| 6M | -42.8% | -5.3% | -37.5% | -41.7% |
| YTD | -59.7% | +8.6% | -68.3% | -59.5% |
| 1Y | -55.4% | +13.7% | -69.0% | -55.2% |
| All | -55.4% | +14.7% | -70.1% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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