+653.5%
APP vs CF
+73.9%
+579.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.5% | +2.4% |
| 7D | +0.9% | +6.0% | -5.1% | +0.5% |
| 30D | -23.3% | +14.8% | -38.1% | -23.9% |
| 3M | -42.6% | +14.1% | -56.7% | -43.3% |
| 6M | -33.6% | +28.5% | -62.1% | -36.9% |
| YTD | -52.4% | +74.9% | -127.4% | -57.7% |
| 1Y | -35.9% | +61.7% | -97.6% | -42.2% |
| All | +653.5% | +73.9% | +579.6% | +533.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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