+391.7%
APP vs AU
+487.1%
-95.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.6% | +2.7% |
| 7D | +0.9% | -3.6% | +4.5% | +1.6% |
| 30D | -23.3% | +23.9% | -47.2% | -27.2% |
| 3M | -42.6% | +19.1% | -61.7% | -45.3% |
| 6M | -33.6% | -0.2% | -33.4% | -35.0% |
| YTD | -52.4% | +32.5% | -84.9% | -56.3% |
| 1Y | -35.9% | +96.9% | -132.8% | -46.2% |
| 3Y | +642.2% | +614.7% | +27.5% | +349.1% |
| 5Y | +311.1% | +647.7% | -336.6% | +124.4% |
| All | +391.7% | +487.1% | -95.5% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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