+391.7%
APP vs CAPR
+122.7%
+268.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | +0.9% | -2.0% | +2.9% | +0.9% |
| 30D | -23.3% | +139.2% | -162.5% | -25.4% |
| 3M | -42.6% | -66.4% | +23.7% | -42.0% |
| 6M | -33.6% | -63.1% | +29.5% | -33.2% |
| YTD | -52.4% | -67.4% | +15.0% | -52.0% |
| 1Y | -35.9% | +58.2% | -94.1% | -43.6% |
| 3Y | +642.2% | +42.2% | +600.0% | +481.7% |
| 5Y | +311.1% | +87.3% | +223.8% | +183.0% |
| All | +391.7% | +122.7% | +268.9% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling