+500.0%
APP vs CG
+21.4%
+478.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +10.3% |
| 7D | +71.2% | -1.2% | +72.4% | +70.3% |
| 30D | +39.1% | +5.0% | +34.1% | +32.1% |
| 3M | +16.5% | -18.2% | +34.7% | +31.3% |
| 6M | -16.6% | -20.7% | +4.2% | -4.7% |
| YTD | -41.9% | -31.4% | -10.5% | -27.1% |
| 1Y | -37.0% | -22.3% | -14.8% | -28.3% |
| 3Y | +892.4% | +50.2% | +842.3% | +528.5% |
| 5Y | +297.3% | -22.1% | +319.3% | +283.8% |
| All | +500.0% | +21.4% | +478.6% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling