-37.0%
APP vs CB
+29.6%
-66.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.6% | +8.3% |
| 7D | +71.2% | +0.2% | +71.0% | +71.5% |
| 30D | +39.1% | +9.1% | +30.0% | +49.9% |
| 3M | +16.5% | +3.4% | +13.1% | +19.5% |
| 6M | -16.6% | +14.1% | -30.6% | -3.6% |
| YTD | -41.9% | +18.0% | -60.0% | -27.8% |
| 1Y | -37.0% | +30.1% | -67.2% | -1.9% |
| All | -37.0% | +29.6% | -66.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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