+391.7%
APP vs C
+122.6%
+269.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.5% |
| 7D | +0.9% | +3.6% | -2.7% | -1.9% |
| 30D | -23.3% | +0.1% | -23.3% | -23.2% |
| 3M | -42.6% | +2.4% | -45.1% | -44.0% |
| 6M | -33.6% | +24.9% | -58.5% | -44.7% |
| YTD | -52.4% | +19.8% | -72.2% | -58.9% |
| 1Y | -35.9% | +44.9% | -80.7% | -52.1% |
| 3Y | +642.2% | +263.0% | +379.2% | +184.9% |
| 5Y | +311.1% | +129.5% | +181.6% | +91.1% |
| All | +391.7% | +122.6% | +269.1% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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