-39.3%
APP vs CG
-19.2%
-20.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | +61.1% | +2.0% | +59.1% | +58.1% |
| 30D | +42.8% | +8.5% | +34.2% | +35.8% |
| 3M | +16.7% | -12.1% | +28.8% | +22.1% |
| 6M | -15.6% | -16.4% | +0.9% | -8.7% |
| YTD | -41.3% | -28.0% | -13.3% | -34.0% |
| 1Y | -39.3% | -18.9% | -20.4% | -34.7% |
| All | -39.3% | -19.2% | -20.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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