-37.0%
APP vs CAPR
+43.1%
-80.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.7% | +5.2% | +9.8% |
| 7D | +71.2% | +41.1% | +30.1% | +70.9% |
| 30D | +39.1% | +11.1% | +28.0% | +39.0% |
| 3M | +16.5% | +115.3% | -98.8% | +16.2% |
| 6M | -16.6% | -73.8% | +57.3% | -16.3% |
| YTD | -41.9% | -68.8% | +26.9% | -41.9% |
| 1Y | -37.0% | +43.3% | -80.4% | -37.3% |
| All | -37.0% | +43.1% | -80.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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