-44.5%
APP vs AUR
+10.3%
-54.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -1.3% | -8.9% | +7.6% | +1.1% |
| 3M | -36.2% | +4.6% | -40.8% | -37.5% |
| 6M | -34.1% | +44.9% | -79.0% | -46.1% |
| YTD | -53.3% | +64.8% | -118.2% | -63.4% |
| 1Y | -44.5% | +16.4% | -60.9% | -53.4% |
| All | -44.5% | +10.3% | -54.8% | -53.4% |
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