-55.4%
APP vs AUR
-17.4%
-37.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.4% | +15.1% | +12.1% |
| 7D | +4.5% | -19.8% | +24.4% | +11.6% |
| 30D | -3.6% | -29.0% | +25.4% | +6.8% |
| 3M | -35.3% | -43.6% | +8.3% | -23.4% |
| 6M | -42.8% | -36.6% | -6.1% | -37.3% |
| YTD | -59.7% | +6.3% | -65.9% | -65.5% |
| 1Y | -55.4% | -9.0% | -46.3% | -59.4% |
| All | -55.4% | -17.4% | -37.9% | -59.4% |
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