+640.8%
APP vs AUR
+90.4%
+550.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.3% | -3.4% |
| 7D | +0.1% | +19.2% | -19.1% | -5.0% |
| 30D | -10.0% | -7.8% | -2.2% | -8.4% |
| 3M | -44.6% | +4.0% | -48.6% | -45.6% |
| 6M | -37.9% | +45.0% | -82.9% | -45.7% |
| YTD | -53.7% | +69.5% | -123.2% | -61.4% |
| 1Y | -43.0% | +13.0% | -56.0% | -47.4% |
| 3Y | +640.8% | +90.4% | +550.4% | +505.4% |
| All | +640.8% | +90.4% | +550.4% | +505.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling