-55.4%
APP vs CARR
-1.4%
-53.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.6% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | -3.6% | +0.3% | -3.9% | -3.6% |
| 3M | -35.3% | -14.9% | -20.3% | -34.4% |
| 6M | -42.8% | -14.9% | -27.9% | -42.4% |
| YTD | -59.7% | +7.0% | -66.7% | -60.3% |
| 1Y | -55.4% | -1.8% | -53.6% | -55.1% |
| All | -55.4% | -1.4% | -53.9% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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