+769.4%
APP vs AS
+133.7%
+635.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.3% | +32.1% |
| 7D | +39.7% | +7.1% | +32.6% | +34.9% |
| 30D | +27.7% | +12.8% | +14.9% | +20.2% |
| 3M | -14.8% | -14.7% | 0.0% | -8.4% |
| 6M | -25.5% | -9.9% | -15.6% | -22.8% |
| YTD | -47.2% | -16.1% | -31.0% | -43.3% |
| 1Y | -42.3% | +0.2% | -42.4% | -43.2% |
| All | +769.4% | +133.7% | +635.7% | +418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling