+316.8%
APP vs B
+118.9%
+197.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.3% | +2.4% | +8.3% |
| 7D | +4.5% | +1.1% | +3.4% | +4.3% |
| 30D | -3.6% | +0.3% | -3.9% | -3.7% |
| 3M | -35.3% | +5.4% | -40.7% | -36.7% |
| 6M | -42.8% | +5.5% | -48.3% | -44.6% |
| YTD | -59.7% | -6.3% | -53.3% | -59.2% |
| 1Y | -55.4% | +29.4% | -84.7% | -58.3% |
| 3Y | +592.0% | +160.3% | +431.8% | +429.6% |
| 5Y | +175.7% | +144.6% | +31.2% | +99.4% |
| All | +316.8% | +118.9% | +197.9% | +211.9% |
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 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