-55.4%
APP vs BG
+7.2%
-62.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +11.4% |
| 7D | +4.5% | -3.8% | +8.3% | +3.2% |
| 30D | -3.6% | -9.6% | +6.0% | -6.7% |
| 3M | -35.3% | -8.5% | -26.7% | -36.4% |
| 6M | -42.8% | -23.0% | -19.7% | -46.3% |
| YTD | -59.7% | +10.9% | -70.6% | -50.8% |
| 1Y | -55.4% | +6.0% | -61.3% | -47.1% |
| All | -55.4% | +7.2% | -62.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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