+653.5%
APP vs B
+198.7%
+454.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.9% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | -23.3% | +9.4% | -32.7% | -25.9% |
| 3M | -42.6% | +5.0% | -47.6% | -44.0% |
| 6M | -33.6% | -3.5% | -30.1% | -33.9% |
| YTD | -52.4% | +4.5% | -56.9% | -53.2% |
| 1Y | -35.9% | +67.8% | -103.7% | -45.3% |
| All | +653.5% | +198.7% | +454.8% | +418.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling