+391.7%
APP vs B
+144.1%
+247.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.8% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | -23.3% | +9.4% | -32.7% | -25.5% |
| 3M | -42.6% | +5.0% | -47.6% | -43.8% |
| 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% | -44.3% |
| 3Y | +642.2% | +196.7% | +445.5% | +449.4% |
| 5Y | +311.1% | +151.9% | +159.2% | +193.5% |
| All | +391.7% | +144.1% | +247.5% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling