-55.4%
APP vs B
+27.8%
-83.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.3% | +2.4% | +7.2% |
| 7D | +4.5% | +1.1% | +3.4% | +4.1% |
| 30D | -3.6% | +0.3% | -3.9% | -3.9% |
| 3M | -35.3% | +5.4% | -40.7% | -37.9% |
| 6M | -42.8% | +5.5% | -48.3% | -46.7% |
| YTD | -59.7% | -6.3% | -53.3% | -58.2% |
| 1Y | -55.4% | +29.4% | -84.7% | -60.4% |
| All | -55.4% | +27.8% | -83.1% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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