+892.4%
APP vs BG
+1.9%
+890.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.9% |
| 7D | +71.2% | +2.5% | +68.7% | +71.1% |
| 30D | +39.1% | -6.1% | +45.2% | +38.9% |
| 3M | +16.5% | -8.5% | +25.1% | +16.4% |
| 6M | -16.6% | -20.4% | +3.9% | -16.2% |
| YTD | -41.9% | +13.3% | -55.2% | -43.5% |
| 1Y | -37.0% | +7.3% | -44.3% | -38.4% |
| 3Y | +892.4% | +2.6% | +889.9% | +860.1% |
| All | +892.4% | +1.9% | +890.5% | +860.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling