+391.7%
APP vs CARR
+49.2%
+342.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.6% |
| 7D | +0.9% | +1.6% | -0.7% | -0.1% |
| 30D | -23.3% | -8.7% | -14.5% | -18.7% |
| 3M | -42.6% | -12.6% | -30.1% | -38.6% |
| 6M | -33.6% | -1.5% | -32.1% | -36.1% |
| YTD | -52.4% | +14.3% | -66.7% | -59.4% |
| 1Y | -35.9% | -4.6% | -31.3% | -38.1% |
| 3Y | +642.2% | +7.3% | +634.9% | +522.5% |
| 5Y | +311.1% | +11.6% | +299.4% | +164.5% |
| All | +391.7% | +49.2% | +342.5% | +224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling