-39.3%
APP vs B
+16.8%
-56.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.6% | -0.9% |
| 7D | +61.1% | +7.1% | +54.0% | +57.0% |
| 30D | +42.8% | -3.3% | +46.1% | +44.7% |
| 3M | +16.7% | -2.5% | +19.2% | +16.5% |
| 6M | -15.6% | -7.2% | -8.4% | -14.8% |
| YTD | -41.3% | -7.4% | -33.9% | -38.4% |
| 1Y | -39.3% | +16.4% | -55.7% | -42.4% |
| All | -39.3% | +16.8% | -56.0% | -42.4% |
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