-45.3%
APP vs BG
+49.9%
-95.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.2% |
| 30D | -10.0% | +10.3% | -20.3% | -8.2% |
| 3M | -41.4% | -1.9% | -39.5% | -40.5% |
| 6M | -41.0% | +5.2% | -46.3% | -39.5% |
| YTD | -54.7% | +41.2% | -95.9% | -52.4% |
| 1Y | -45.3% | +50.5% | -95.9% | -43.7% |
| All | -45.3% | +49.9% | -95.2% | -43.7% |
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