+803.3%
APP vs CAPR
+200.7%
+602.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.6% | +34.6% | +31.1% |
| 7D | +39.7% | +29.7% | +10.0% | +39.0% |
| 30D | +27.7% | +11.0% | +16.8% | +27.4% |
| 3M | -14.8% | +118.8% | -133.6% | -16.2% |
| 6M | -25.5% | -73.9% | +48.4% | -24.7% |
| YTD | -47.2% | -70.2% | +23.0% | -46.8% |
| 1Y | -42.3% | +38.3% | -80.6% | -46.1% |
| All | +803.3% | +200.7% | +602.6% | +670.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling