+391.7%
APP vs AR
+318.8%
+72.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +0.9% | +2.5% | -1.6% | +0.2% |
| 30D | -23.3% | +14.8% | -38.1% | -26.3% |
| 3M | -42.6% | +6.2% | -48.9% | -44.0% |
| 6M | -33.6% | +4.3% | -37.9% | -35.3% |
| YTD | -52.4% | +14.4% | -66.8% | -55.0% |
| 1Y | -35.9% | +21.3% | -57.2% | -41.0% |
| 3Y | +642.2% | +39.8% | +602.4% | +555.4% |
| 5Y | +311.1% | +142.1% | +169.0% | +223.6% |
| All | +391.7% | +318.8% | +72.8% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling