-35.9%
APP vs AUR
+11.8%
-47.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.9% | +8.7% | -7.9% | -2.0% |
| 30D | -23.3% | -5.2% | -18.0% | -22.5% |
| 3M | -42.6% | -7.3% | -35.3% | -41.9% |
| 6M | -33.6% | +41.2% | -74.8% | -44.8% |
| YTD | -52.4% | +65.1% | -117.5% | -62.4% |
| 1Y | -35.9% | +13.4% | -49.3% | -45.7% |
| All | -35.9% | +11.8% | -47.7% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling