+446.2%
APP vs ARWR
-17.5%
+463.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.8% | +37.8% | +33.2% |
| 7D | +39.7% | -5.0% | +44.7% | +41.2% |
| 30D | +27.7% | -6.6% | +34.4% | +29.8% |
| 3M | -14.8% | -33.9% | +19.1% | -3.8% |
| 6M | -25.5% | -23.3% | -2.2% | -21.3% |
| YTD | -47.2% | -13.5% | -33.7% | -47.0% |
| 1Y | -42.3% | +42.5% | -84.8% | -52.1% |
| 3Y | +806.8% | +104.1% | +702.7% | +453.3% |
| 5Y | +261.6% | -28.8% | +290.5% | +198.3% |
| All | +446.2% | -17.5% | +463.7% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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