+653.5%
APP vs CG
+58.1%
+595.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +3.3% |
| 7D | +0.9% | -4.3% | +5.2% | +3.6% |
| 30D | -23.3% | -5.1% | -18.2% | -20.9% |
| 3M | -42.6% | +8.7% | -51.3% | -46.1% |
| 6M | -33.6% | -9.2% | -24.4% | -30.2% |
| YTD | -52.4% | -18.9% | -33.6% | -46.6% |
| 1Y | -35.9% | -25.6% | -10.2% | -24.3% |
| All | +653.5% | +58.1% | +595.5% | +415.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling