+682.6%
APP vs AS
+120.4%
+562.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +0.5% |
| 7D | +0.9% | -4.9% | +5.8% | +3.2% |
| 30D | -23.3% | -19.6% | -3.7% | -14.8% |
| 3M | -42.6% | -14.4% | -28.3% | -38.5% |
| 6M | -33.6% | -20.1% | -13.5% | -27.3% |
| YTD | -52.4% | -20.9% | -31.5% | -47.3% |
| 1Y | -35.9% | -21.9% | -14.0% | -28.9% |
| All | +682.6% | +120.4% | +562.2% | +382.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling