+653.5%
APP vs CB
+74.5%
+579.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +1.8% |
| 7D | +0.9% | +0.5% | +0.4% | +1.0% |
| 30D | -23.3% | -3.1% | -20.2% | -23.7% |
| 3M | -42.6% | +9.0% | -51.6% | -41.5% |
| 6M | -33.6% | +2.9% | -36.5% | -33.0% |
| YTD | -52.4% | +10.1% | -62.5% | -51.6% |
| 1Y | -35.9% | +22.8% | -58.7% | -35.3% |
| All | +653.5% | +74.5% | +579.1% | +606.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling