+640.8%
APP vs CARR
+7.6%
+633.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +0.1% | +3.2% | -3.2% | -1.4% |
| 30D | -10.0% | -7.7% | -2.4% | -6.8% |
| 3M | -44.6% | -11.9% | -32.7% | -42.0% |
| 6M | -37.9% | +2.0% | -39.9% | -41.0% |
| YTD | -53.7% | +13.2% | -66.8% | -59.2% |
| 1Y | -43.0% | -8.5% | -34.4% | -42.6% |
| 3Y | +640.8% | +5.0% | +635.8% | +546.1% |
| All | +640.8% | +7.6% | +633.1% | +546.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling