+316.8%
APP vs AR
+297.8%
+19.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -6.3% | +16.9% | +12.3% |
| 7D | +4.5% | -11.1% | +15.6% | +7.3% |
| 30D | -3.6% | +7.9% | -11.5% | -6.1% |
| 3M | -35.3% | +4.9% | -40.1% | -36.8% |
| 6M | -42.8% | -5.3% | -37.5% | -43.0% |
| YTD | -59.7% | +8.6% | -68.3% | -61.7% |
| 1Y | -55.4% | +13.7% | -69.0% | -58.3% |
| 3Y | +592.0% | +22.8% | +569.2% | +526.0% |
| 5Y | +175.7% | +82.0% | +93.8% | +127.3% |
| All | +316.8% | +297.8% | +19.0% | +177.2% |
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