+261.6%
APP vs CF
+125.5%
+136.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +6.2% | +24.9% | +30.5% |
| 7D | +39.7% | +0.4% | +39.3% | +39.5% |
| 30D | +27.7% | +2.2% | +25.5% | +27.3% |
| 3M | -14.8% | +2.1% | -16.9% | -15.2% |
| 6M | -25.5% | -6.5% | -19.0% | -25.5% |
| YTD | -47.2% | +55.6% | -102.7% | -51.6% |
| 1Y | -42.3% | +42.3% | -84.6% | -46.4% |
| 3Y | +806.8% | +55.7% | +751.1% | +715.8% |
| 5Y | +261.6% | +122.4% | +139.2% | +183.3% |
| All | +261.6% | +125.5% | +136.2% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling