-26.4%
APP vs AUR
+0.7%
-27.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +4.9% |
| 7D | +4.6% | -4.5% | +9.1% | +6.1% |
| 30D | +56.0% | -16.6% | +72.7% | +64.4% |
| 3M | +30.8% | -38.5% | +69.3% | +50.4% |
| 6M | -9.8% | -49.9% | +40.1% | +9.1% |
| YTD | -39.3% | +9.6% | -48.9% | -48.2% |
| 1Y | -26.4% | +1.2% | -27.6% | -35.7% |
| All | -26.4% | +0.7% | -27.2% | -35.7% |
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