+803.2%
APP vs CARR
+8.3%
+794.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +61.1% | -4.3% | +65.4% | +63.1% |
| 30D | +42.8% | -4.2% | +46.9% | +44.7% |
| 3M | +16.7% | -16.1% | +32.8% | +25.1% |
| 6M | -15.6% | -20.1% | +4.5% | -8.7% |
| YTD | -41.3% | +1.9% | -43.2% | -45.9% |
| 1Y | -39.3% | -6.1% | -33.2% | -41.2% |
| 3Y | +803.2% | +7.3% | +795.9% | +649.7% |
| All | +803.2% | +8.3% | +794.9% | +649.7% |
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